+248.8%
NBIS vs IONQ
-4.1%
+252.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +6.7% |
| 7D | +8.2% | +0.8% | +7.4% | +7.8% |
| 30D | +3.4% | -1.0% | +4.4% | +3.8% |
| 3M | -12.8% | -39.8% | +27.0% | +12.3% |
| 6M | +131.5% | +6.4% | +125.1% | +111.5% |
| YTD | +170.5% | -11.9% | +182.4% | +171.7% |
| 1Y | +248.8% | -6.2% | +254.9% | +232.8% |
| All | +248.8% | -4.1% | +252.9% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 1y: compounded portfolio wealth divided by compounded IONQ 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…
1y analysis · Full analysis span regression · 6 months rolling