+241.1%
IONQ vs NVT
+626.9%
-385.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -1.7% |
| 7D | -5.6% | +2.0% | -7.6% | -7.0% |
| 30D | -15.2% | -7.2% | -8.0% | -10.2% |
| 3M | -34.9% | -0.9% | -34.0% | -35.1% |
| 6M | +4.9% | +42.6% | -37.7% | -22.4% |
| YTD | -17.9% | +52.9% | -70.8% | -43.0% |
| 1Y | -16.0% | +64.5% | -80.5% | -44.7% |
| 3Y | +90.5% | +178.0% | -87.5% | -20.3% |
| 5Y | +268.4% | +402.8% | -134.4% | +1.5% |
| All | +241.1% | +626.9% | -385.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling