+173.5%
IONQ vs NVDX
+774.9%
-601.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -1.9% |
| 7D | -5.6% | -8.6% | +3.1% | -2.7% |
| 30D | -15.2% | -1.4% | -13.8% | -14.9% |
| 3M | -34.9% | +10.6% | -45.6% | -37.6% |
| 6M | +4.9% | +20.2% | -15.3% | -2.7% |
| YTD | -17.9% | +11.8% | -29.7% | -23.5% |
| 1Y | -16.0% | +12.9% | -28.9% | -23.6% |
| All | +173.5% | +774.9% | -601.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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