+278.7%
IONQ vs NTR
+55.5%
+223.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | -10.3% | +21.7% | -32.1% | -18.3% |
| 3M | -32.7% | +22.8% | -55.5% | -39.8% |
| 6M | +6.3% | +8.2% | -1.9% | +0.1% |
| YTD | -15.0% | +32.9% | -47.9% | -28.5% |
| 1Y | -13.3% | +45.3% | -58.7% | -30.8% |
| 3Y | +97.2% | +41.7% | +55.5% | +56.4% |
| 5Y | +278.7% | +49.8% | +228.9% | +206.6% |
| All | +278.7% | +55.5% | +223.2% | +206.6% |
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