-36.4%
IONQ vs NVDL
-43.7%
+7.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -4.7% |
| 7D | -11.5% | -24.8% | +13.3% | -0.8% |
| 30D | -8.1% | -48.0% | +40.0% | +20.0% |
| 3M | -35.8% | -51.5% | +15.7% | -14.2% |
| 6M | -47.7% | -54.9% | +7.2% | -29.0% |
| YTD | -35.6% | -39.2% | +3.6% | -28.2% |
| 1Y | -36.4% | -41.1% | +4.7% | -28.1% |
| All | -36.4% | -43.7% | +7.3% | -28.1% |
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