+274.7%
IONQ vs NYT
+38.4%
+236.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.8% |
| 7D | +7.1% | +0.3% | +6.8% | +6.9% |
| 30D | -8.9% | +7.0% | -15.9% | -12.5% |
| 3M | -35.6% | -7.9% | -27.7% | -33.9% |
| 6M | +13.3% | -15.0% | +28.3% | +21.1% |
| YTD | -9.8% | -1.3% | -8.5% | -13.0% |
| 1Y | -1.3% | +16.9% | -18.2% | -16.2% |
| 3Y | +109.3% | +58.9% | +50.3% | +37.7% |
| 5Y | +304.7% | +40.9% | +263.8% | +152.9% |
| All | +274.7% | +38.4% | +236.3% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling