+287.6%
IONQ vs NVTS
-14.2%
+301.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.8% |
| 7D | +7.1% | +9.7% | -2.6% | +3.6% |
| 30D | -8.9% | -13.6% | +4.7% | -4.2% |
| 3M | -35.6% | -51.0% | +15.4% | -18.4% |
| 6M | +13.3% | +46.3% | -33.1% | -9.0% |
| YTD | -9.8% | +68.1% | -77.9% | -32.1% |
| 1Y | -1.3% | +113.9% | -115.2% | -36.8% |
| 3Y | +109.3% | +45.3% | +64.0% | +18.4% |
| All | +287.6% | -14.2% | +301.8% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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