+185.7%
IONQ vs NTRA
+224.6%
-38.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.0% | -10.4% | -9.9% |
| 7D | +16.8% | -11.2% | +28.0% | +21.4% |
| 30D | -11.1% | -18.4% | +7.2% | -2.9% |
| 3M | -31.7% | +2.2% | -33.9% | -33.9% |
| 6M | -44.8% | +58.1% | -102.9% | -58.3% |
| YTD | -31.2% | +41.0% | -72.2% | -45.4% |
| 1Y | -39.1% | +54.1% | -93.3% | -53.8% |
| 3Y | +189.5% | +590.9% | -401.4% | +9.8% |
| 5Y | +53.2% | +180.7% | -127.6% | -22.7% |
| All | +185.7% | +224.6% | -38.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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