+167.4%
IONQ vs NVT
+438.2%
-270.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.9% |
| 7D | -11.5% | +8.0% | -19.4% | -16.6% |
| 30D | -8.1% | -24.8% | +16.7% | +12.2% |
| 3M | -35.8% | -32.4% | -3.4% | -15.6% |
| 6M | -47.7% | -33.5% | -14.3% | -30.6% |
| YTD | -35.6% | +13.2% | -48.8% | -45.2% |
| 1Y | -36.4% | +9.0% | -45.4% | -43.9% |
| 3Y | +150.0% | +129.4% | +20.7% | +18.6% |
| 5Y | +43.3% | +230.1% | -186.7% | -50.3% |
| All | +167.4% | +438.2% | -270.8% | -17.3% |
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