+268.4%
IONQ vs NYT
+39.3%
+229.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.6% | -0.7% | -4.9% | -5.1% |
| 30D | -15.2% | +4.5% | -19.6% | -17.6% |
| 3M | -34.9% | -8.5% | -26.4% | -32.9% |
| 6M | +4.9% | -15.1% | +20.0% | +12.7% |
| YTD | -17.9% | -3.3% | -14.6% | -20.3% |
| 1Y | -16.0% | +17.0% | -33.0% | -30.5% |
| 3Y | +90.5% | +55.7% | +34.8% | +18.0% |
| 5Y | +268.4% | +38.9% | +229.5% | +100.1% |
| All | +268.4% | +39.3% | +229.1% | +100.1% |
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