+126.0%
IONQ vs NWSA
+46.6%
+79.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.5% |
| 7D | +0.8% | -1.9% | +2.7% | +2.1% |
| 30D | -1.0% | +4.6% | -5.6% | -4.4% |
| 3M | -39.8% | +13.2% | -53.0% | -46.4% |
| 6M | +6.4% | +27.0% | -20.6% | -15.6% |
| YTD | -11.9% | +16.8% | -28.8% | -25.1% |
| 1Y | -6.2% | +4.5% | -10.7% | -11.4% |
| All | +126.0% | +46.6% | +79.3% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling