-52.3%
IONQ vs NVDL
-34.9%
-17.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -18.6% | +8.1% | -3.0% |
| 7D | -16.7% | -28.8% | +12.1% | -4.8% |
| 30D | -38.9% | -44.0% | +5.0% | -23.5% |
| 3M | -33.8% | -35.6% | +1.8% | -21.7% |
| 6M | -44.9% | -25.3% | -19.6% | -38.8% |
| YTD | -41.1% | -23.3% | -17.8% | -39.7% |
| 1Y | -52.3% | -32.5% | -19.8% | -50.7% |
| All | -52.3% | -34.9% | -17.4% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling