+76.9%
IONQ vs NTR
+22.4%
+54.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.3% |
| 7D | +15.3% | -0.6% | +15.9% | +15.5% |
| 30D | -6.1% | +5.4% | -11.5% | -8.7% |
| 3M | -21.6% | +7.3% | -28.9% | -24.8% |
| 6M | -40.1% | +2.2% | -42.3% | -41.9% |
| YTD | -24.1% | +18.9% | -43.0% | -33.3% |
| 1Y | -37.4% | +23.7% | -61.1% | -46.3% |
| 3Y | +219.5% | +47.5% | +172.0% | +144.2% |
| 5Y | +76.9% | +22.0% | +54.9% | +43.0% |
| All | +76.9% | +22.4% | +54.6% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling