+45.7%
IONQ vs NYT
+60.3%
-14.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -7.6% |
| 7D | -11.5% | +6.5% | -18.0% | -14.8% |
| 30D | -8.1% | +8.4% | -16.5% | -12.3% |
| 3M | -35.8% | +13.9% | -49.7% | -41.5% |
| 6M | -47.7% | -4.8% | -42.9% | -48.0% |
| YTD | -35.6% | +6.2% | -41.8% | -41.8% |
| 1Y | -36.4% | +14.3% | -50.7% | -46.0% |
| 3Y | +150.0% | +73.6% | +76.5% | +39.1% |
| All | +45.7% | +60.3% | -14.6% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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