+45.7%
IONQ vs NVO
-17.6%
+63.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -7.0% |
| 7D | -11.5% | +3.3% | -14.7% | -12.2% |
| 30D | -8.1% | +9.2% | -17.3% | -10.0% |
| 3M | -35.8% | -9.8% | -26.0% | -34.3% |
| 6M | -47.7% | -10.4% | -37.3% | -46.8% |
| YTD | -35.6% | -14.1% | -21.5% | -34.4% |
| 1Y | -36.4% | -11.1% | -25.3% | -35.8% |
| 3Y | +150.0% | -54.9% | +205.0% | +176.8% |
| All | +45.7% | -17.6% | +63.3% | +16.3% |
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 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