+278.7%
IONQ vs NTRA
+177.1%
+101.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -6.8% |
| 7D | +1.3% | +1.6% | -0.3% | +0.3% |
| 30D | -10.3% | +3.8% | -14.1% | -12.2% |
| 3M | -32.7% | +48.2% | -81.0% | -46.9% |
| 6M | +6.3% | +61.0% | -54.6% | -21.2% |
| YTD | -15.0% | +44.2% | -59.2% | -33.0% |
| 1Y | -13.3% | +87.3% | -100.6% | -41.2% |
| 3Y | +97.2% | +509.4% | -412.2% | -25.1% |
| 5Y | +278.7% | +175.1% | +103.6% | +147.8% |
| All | +278.7% | +177.1% | +101.6% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling