+265.9%
IONQ vs NTRA
+229.9%
+36.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | -1.0% | +19.5% | -20.5% | -10.2% |
| 3M | -39.8% | +47.8% | -87.6% | -51.7% |
| 6M | +6.4% | +61.6% | -55.2% | -19.7% |
| YTD | -11.9% | +43.3% | -55.2% | -29.1% |
| 1Y | -6.2% | +97.0% | -103.2% | -36.3% |
| 3Y | +125.7% | +424.9% | -299.2% | -2.2% |
| 5Y | +296.0% | +165.2% | +130.8% | +106.1% |
| All | +265.9% | +229.9% | +36.1% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling