+304.7%
IONQ vs NWSA
+40.6%
+264.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +4.1% |
| 7D | +7.1% | -2.6% | +9.8% | +9.6% |
| 30D | -8.9% | +4.6% | -13.5% | -12.7% |
| 3M | -35.6% | +10.2% | -45.8% | -43.1% |
| 6M | +13.3% | +21.6% | -8.4% | -10.7% |
| YTD | -9.8% | +14.6% | -24.4% | -25.4% |
| 1Y | -1.3% | +0.4% | -1.7% | -7.1% |
| 3Y | +109.3% | +45.0% | +64.3% | +32.6% |
| 5Y | +304.7% | +41.3% | +263.4% | +139.5% |
| All | +304.7% | +40.6% | +264.1% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling