+224.0%
IONQ vs NVT
+427.8%
-203.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.3% |
| 7D | +16.7% | -13.0% | +29.7% | +29.1% |
| 30D | -12.3% | -32.7% | +20.4% | +17.3% |
| 3M | -17.7% | -30.6% | +12.9% | +5.9% |
| 6M | -28.9% | -33.6% | +4.7% | -5.3% |
| YTD | -22.0% | +11.0% | -33.0% | -32.6% |
| 1Y | -36.8% | +0.8% | -37.6% | -40.5% |
| 3Y | +228.2% | +125.7% | +102.6% | +57.8% |
| 5Y | +91.9% | +231.1% | -139.2% | -32.8% |
| All | +224.0% | +427.8% | -203.8% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling