+295.2%
IONQ vs NVT
+404.3%
-109.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -0.9% |
| 7D | +0.8% | +5.1% | -4.3% | -3.3% |
| 30D | -1.0% | -3.7% | +2.7% | +2.0% |
| 3M | -39.8% | -10.1% | -29.7% | -34.6% |
| 6M | +6.4% | +37.5% | -31.0% | -21.0% |
| YTD | -11.9% | +53.7% | -65.7% | -41.2% |
| 1Y | -6.2% | +70.9% | -77.0% | -42.8% |
| 3Y | +125.7% | +180.4% | -54.7% | -16.8% |
| All | +295.2% | +404.3% | -109.1% | -17.8% |
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