+105.6%
IONQ vs NVO
-49.6%
+155.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +3.1% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -8.9% | -3.2% | -5.7% | -8.3% |
| 3M | -35.6% | +11.5% | -47.1% | -37.9% |
| 6M | +13.3% | +22.9% | -9.6% | +7.2% |
| YTD | -9.8% | -6.8% | -3.0% | -10.3% |
| 1Y | -1.3% | -12.6% | +11.3% | -0.5% |
| All | +105.6% | -49.6% | +155.2% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 3y: compounded portfolio wealth divided by compounded NVO 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…
3y analysis · Full analysis span regression · 6 months rolling