+750.7%
IONQ vs NVDL
+2,476.2%
-1,725.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -7.0% | -10.3% | +3.3% | -3.7% |
| 30D | -18.7% | -7.1% | -11.6% | -16.9% |
| 3M | -36.6% | +6.6% | -43.2% | -38.4% |
| 6M | +7.2% | +21.1% | -13.8% | -0.6% |
| YTD | -18.1% | +15.2% | -33.3% | -24.2% |
| 1Y | -21.9% | +18.8% | -40.7% | -29.8% |
| 3Y | +86.7% | +649.9% | -563.2% | -10.3% |
| All | +750.7% | +2,476.2% | -1,725.5% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling