+52.8%
IONQ vs NWSA
+12.8%
+40.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.8% | +23.7% |
| 7D | +8.6% | -9.4% | +18.0% | +17.5% |
| 30D | -21.1% | -7.8% | -13.3% | -16.2% |
| 3M | -17.9% | -10.8% | -7.1% | -11.2% |
| 6M | -37.9% | +1.1% | -39.0% | -43.0% |
| YTD | -27.3% | +1.8% | -29.1% | -34.4% |
| 1Y | -43.2% | +6.0% | -49.2% | -51.3% |
| 3Y | +191.0% | +24.6% | +166.4% | +106.3% |
| All | +52.8% | +12.8% | +40.0% | +15.7% |
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 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