+253.1%
IONQ vs NTNX
+107.6%
+145.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -4.9% | -5.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -10.3% | +3.8% | -14.2% | -11.9% |
| 3M | -32.7% | +31.9% | -64.6% | -41.4% |
| 6M | +6.3% | +68.5% | -62.2% | -19.9% |
| YTD | -15.0% | +29.5% | -44.5% | -27.4% |
| 1Y | -13.3% | -11.6% | -1.7% | -11.6% |
| 3Y | +97.2% | +85.1% | +12.1% | +29.9% |
| 5Y | +278.7% | +54.8% | +223.9% | +152.2% |
| All | +253.1% | +107.6% | +145.6% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling