+278.7%
IONQ vs NVO
-0.6%
+279.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.4% | -5.4% |
| 7D | +1.3% | -4.7% | +6.1% | +2.5% |
| 30D | -10.3% | -5.4% | -4.9% | -9.1% |
| 3M | -32.7% | +7.0% | -39.7% | -34.5% |
| 6M | +6.3% | +17.6% | -11.3% | +1.2% |
| YTD | -15.0% | -8.0% | -6.9% | -14.7% |
| 1Y | -13.3% | -13.8% | +0.5% | -11.8% |
| 3Y | +97.2% | -50.3% | +147.5% | +113.1% |
| 5Y | +278.7% | +0.7% | +278.1% | +183.8% |
| All | +278.7% | -0.6% | +279.3% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling