+1,040.6%
NBIS vs IONQ
+178.7%
+861.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.4% | -1.7% | -3.8% |
| 7D | +8.3% | -5.6% | +13.9% | +10.7% |
| 30D | +18.1% | -15.2% | +33.2% | +26.0% |
| 3M | +7.8% | -34.9% | +42.7% | +26.5% |
| 6M | +136.6% | +4.9% | +131.7% | +129.9% |
| YTD | +172.5% | -17.9% | +190.4% | +185.4% |
| 1Y | +144.3% | -16.0% | +160.3% | +153.1% |
| All | +1,040.6% | +178.7% | +861.9% | +804.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling