+56.9%
IONQ vs NVT
+227.4%
-170.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.7% | +0.6% | +1.9% |
| 7D | +25.5% | -7.5% | +32.9% | +32.9% |
| 30D | -11.4% | -31.5% | +20.1% | +19.2% |
| 3M | -20.5% | -30.4% | +9.9% | +3.9% |
| 6M | -28.2% | -32.5% | +4.2% | -4.1% |
| YTD | -21.2% | +12.9% | -34.2% | -34.7% |
| 1Y | -40.4% | +3.7% | -44.1% | -46.3% |
| 3Y | +214.7% | +135.8% | +78.9% | +25.1% |
| 5Y | +56.9% | +232.7% | -175.8% | -58.6% |
| All | +56.9% | +227.4% | -170.6% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling