+240.3%
IONQ vs NVMI
+425.2%
-184.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.4% |
| 7D | -7.0% | -0.1% | -6.9% | -6.9% |
| 30D | -18.7% | -8.4% | -10.3% | -13.2% |
| 3M | -36.6% | -33.6% | -3.1% | -15.3% |
| 6M | +7.2% | -14.7% | +21.9% | +18.2% |
| YTD | -18.1% | +13.2% | -31.3% | -28.5% |
| 1Y | -21.9% | +29.0% | -50.9% | -38.6% |
| 3Y | +86.7% | +215.0% | -128.2% | -39.3% |
| 5Y | +267.5% | +268.6% | -1.1% | +14.3% |
| All | +240.3% | +425.2% | -184.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 all: compounded portfolio wealth divided by compounded NVMI 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…
all analysis · Full analysis span regression · 6 months rolling