+155.6%
IONQ vs NVD
-99.2%
+254.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.6% | -5.1% |
| 7D | +1.3% | +0.5% | +0.8% | +1.6% |
| 30D | -10.3% | -9.3% | -1.0% | -11.7% |
| 3M | -32.7% | -22.1% | -10.6% | -35.4% |
| 6M | +6.3% | -45.8% | +52.1% | -5.5% |
| YTD | -15.0% | -46.7% | +31.7% | -23.9% |
| 1Y | -13.3% | -59.5% | +46.1% | -27.0% |
| 3Y | +97.2% | -99.2% | +196.4% | -30.5% |
| All | +155.6% | -99.2% | +254.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling