+93.8%
IONQ vs NTRA
+510.2%
-416.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -7.1% |
| 7D | +1.3% | +1.6% | -0.3% | +0.1% |
| 30D | -10.3% | +3.8% | -14.1% | -12.6% |
| 3M | -32.7% | +48.2% | -81.0% | -50.2% |
| 6M | +6.3% | +61.0% | -54.6% | -27.9% |
| YTD | -15.0% | +44.2% | -59.2% | -37.6% |
| 1Y | -13.3% | +87.3% | -100.6% | -48.4% |
| All | +93.8% | +510.2% | -416.4% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling