+167.2%
IONQ vs NVO
-55.4%
+222.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.1% | -8.3% | -9.2% |
| 7D | +16.8% | +0.9% | +15.9% | +16.6% |
| 30D | -11.1% | +6.8% | -17.9% | -12.3% |
| 3M | -31.7% | -11.3% | -20.5% | -30.0% |
| 6M | -44.8% | -12.4% | -32.4% | -43.6% |
| YTD | -31.2% | -16.1% | -15.1% | -30.1% |
| 1Y | -39.1% | -15.1% | -24.1% | -38.2% |
| All | +167.2% | -55.4% | +222.6% | +215.6% |
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