+240.3%
IONQ vs NTR
+90.0%
+150.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -7.0% | -1.3% | -5.7% | -6.5% |
| 30D | -18.7% | +16.8% | -35.5% | -24.0% |
| 3M | -36.6% | +20.7% | -57.4% | -42.4% |
| 6M | +7.2% | +0.5% | +6.7% | +5.1% |
| YTD | -18.1% | +29.2% | -47.3% | -29.2% |
| 1Y | -21.9% | +39.6% | -61.5% | -35.1% |
| 3Y | +86.7% | +37.9% | +48.9% | +53.0% |
| 5Y | +267.5% | +47.1% | +220.4% | +220.8% |
| All | +240.3% | +90.0% | +150.3% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling