+266.8%
IONQ vs NTRS
+93.2%
+173.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.3% |
| 7D | -7.0% | +1.4% | -8.4% | -8.3% |
| 30D | -18.7% | -0.7% | -18.0% | -18.3% |
| 3M | -36.6% | +11.3% | -47.9% | -43.1% |
| 6M | +7.2% | +35.5% | -28.3% | -21.1% |
| YTD | -18.1% | +40.6% | -58.7% | -41.5% |
| 1Y | -21.9% | +49.2% | -71.1% | -47.4% |
| 3Y | +86.7% | +167.2% | -80.5% | -23.5% |
| All | +266.8% | +93.2% | +173.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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