-37.9%
IONQ vs NVTS
-49.2%
+11.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +9.5% | +13.9% | +18.5% |
| 7D | +8.6% | +1.5% | +7.1% | +7.8% |
| 30D | -21.1% | -23.8% | +2.7% | -10.3% |
| 3M | -17.9% | -30.6% | +12.7% | -3.0% |
| 6M | -37.9% | -48.4% | +10.4% | -18.8% |
| All | -37.9% | -49.2% | +11.3% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling