+109.3%
IONQ vs NTR
+42.0%
+67.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.8% |
| 7D | +7.1% | +3.8% | +3.3% | +5.6% |
| 30D | -8.9% | +25.2% | -34.2% | -16.7% |
| 3M | -35.6% | +21.0% | -56.6% | -40.9% |
| 6M | +13.3% | +7.6% | +5.7% | +8.3% |
| YTD | -9.8% | +32.9% | -42.7% | -23.5% |
| 1Y | -1.3% | +43.1% | -44.4% | -20.1% |
| 3Y | +109.3% | +41.6% | +67.7% | +73.9% |
| All | +109.3% | +42.0% | +67.3% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling