+167.4%
IONQ vs NWSA
+57.5%
+109.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.1% | -8.5% |
| 7D | -11.5% | +2.2% | -13.7% | -13.0% |
| 30D | -8.1% | -8.8% | +0.7% | -1.9% |
| 3M | -35.8% | -6.5% | -29.3% | -33.3% |
| 6M | -47.7% | +1.5% | -49.2% | -51.2% |
| YTD | -35.6% | +4.0% | -39.7% | -41.9% |
| 1Y | -36.4% | +3.4% | -39.8% | -42.5% |
| 3Y | +150.0% | +34.8% | +115.2% | +78.4% |
| 5Y | +43.3% | +18.4% | +25.0% | +4.3% |
| All | +167.4% | +57.5% | +109.9% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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