+782.9%
IONQ vs NVDL
+2,608.0%
-1,825.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.2% |
| 7D | +1.3% | -0.8% | +2.2% | +1.6% |
| 30D | -10.3% | +3.4% | -13.7% | -11.4% |
| 3M | -32.7% | +8.1% | -40.8% | -35.1% |
| 6M | +6.3% | +31.9% | -25.5% | -4.1% |
| YTD | -15.0% | +21.1% | -36.1% | -22.6% |
| 1Y | -13.3% | +34.0% | -47.4% | -25.1% |
| 3Y | +97.2% | +677.9% | -580.7% | -6.5% |
| All | +782.9% | +2,608.0% | -1,825.2% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling