+274.7%
IONQ vs NTRS
+133.7%
+141.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +3.2% |
| 7D | +7.1% | +1.7% | +5.4% | +5.5% |
| 30D | -8.9% | +0.1% | -9.0% | -9.1% |
| 3M | -35.6% | +9.8% | -45.4% | -41.0% |
| 6M | +13.3% | +34.7% | -21.4% | -14.0% |
| YTD | -9.8% | +37.4% | -47.2% | -32.3% |
| 1Y | -1.3% | +48.2% | -49.5% | -30.6% |
| 3Y | +109.3% | +163.5% | -54.2% | -4.8% |
| 5Y | +304.7% | +88.2% | +216.5% | +121.8% |
| All | +274.7% | +133.7% | +141.0% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling