+87.2%
IONQ vs NTNX
+80.9%
+6.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.4% |
| 7D | -5.6% | -3.9% | -1.7% | -3.8% |
| 30D | -15.2% | +1.7% | -16.9% | -15.7% |
| 3M | -34.9% | +31.7% | -66.7% | -42.7% |
| 6M | +4.9% | +69.4% | -64.5% | -19.9% |
| YTD | -17.9% | +26.6% | -44.5% | -28.2% |
| 1Y | -16.0% | -15.2% | -0.8% | -11.4% |
| All | +87.2% | +80.9% | +6.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling