+167.4%
IONQ vs NTR
+73.9%
+93.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | -0.3% | -11.1% | -11.3% |
| 30D | -8.1% | +2.0% | -10.0% | -9.1% |
| 3M | -35.8% | +6.4% | -42.2% | -38.0% |
| 6M | -47.7% | +1.6% | -49.4% | -49.1% |
| YTD | -35.6% | +18.2% | -53.9% | -42.6% |
| 1Y | -36.4% | +23.9% | -60.3% | -44.7% |
| 3Y | +150.0% | +44.7% | +105.4% | +98.2% |
| 5Y | +43.3% | +21.3% | +22.0% | +29.5% |
| All | +167.4% | +73.9% | +93.5% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling