+266.8%
IONQ vs NTNX
+54.0%
+212.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -7.0% | -3.1% | -3.9% | -5.5% |
| 30D | -18.7% | +2.0% | -20.7% | -19.4% |
| 3M | -36.6% | +34.0% | -70.6% | -45.5% |
| 6M | +7.2% | +72.4% | -65.1% | -21.0% |
| YTD | -18.1% | +27.5% | -45.6% | -29.8% |
| 1Y | -21.9% | -18.7% | -3.2% | -16.5% |
| 3Y | +86.7% | +80.8% | +6.0% | +21.1% |
| All | +266.8% | +54.0% | +212.7% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling