-13.3%
IONQ vs NWSA
+2.0%
-15.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.8% |
| 7D | +1.3% | -3.1% | +4.4% | +1.0% |
| 30D | -10.3% | +4.3% | -14.6% | -9.8% |
| 3M | -32.7% | +9.2% | -41.9% | -32.1% |
| 6M | +6.3% | +21.6% | -15.2% | +3.2% |
| YTD | -15.0% | +14.2% | -29.2% | -17.4% |
| 1Y | -13.3% | +1.8% | -15.1% | -14.6% |
| All | -13.3% | +2.0% | -15.3% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling