+91.9%
IONQ vs NVS
+135.3%
-43.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +16.7% | +2.5% | +14.2% | +16.1% |
| 30D | -12.3% | +13.6% | -25.9% | -14.7% |
| 3M | -17.7% | +4.1% | -21.9% | -18.9% |
| 6M | -28.9% | +11.8% | -40.7% | -31.7% |
| YTD | -22.0% | +22.0% | -44.0% | -27.2% |
| 1Y | -36.8% | +32.3% | -69.1% | -42.6% |
| 3Y | +228.2% | +93.6% | +134.6% | +145.0% |
| 5Y | +91.9% | +136.7% | -44.8% | +34.9% |
| All | +91.9% | +135.3% | -43.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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