+479.4%
NBIS vs IONQ
+118.5%
+360.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.4% | -3.5% | -7.3% |
| 7D | -10.5% | -11.5% | +1.0% | -5.4% |
| 30D | -37.7% | -8.1% | -29.6% | -34.9% |
| 3M | -54.6% | -35.8% | -18.8% | -45.7% |
| 6M | -44.1% | -47.7% | +3.6% | -28.5% |
| YTD | +38.4% | -35.6% | +74.1% | +60.9% |
| 1Y | +30.7% | -36.4% | +67.1% | +52.4% |
| All | +479.4% | +118.5% | +360.9% | +409.6% |
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