+151.8%
NBIS vs IONQ
-16.9%
+168.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.4% |
| 7D | -0.8% | -7.0% | +6.2% | +3.2% |
| 30D | -13.4% | -18.7% | +5.3% | -3.3% |
| 3M | +1.0% | -36.6% | +37.7% | +26.7% |
| 6M | +100.5% | +7.2% | +93.3% | +85.2% |
| YTD | +168.3% | -18.1% | +186.4% | +180.5% |
| 1Y | +151.8% | -21.9% | +173.7% | +195.2% |
| All | +151.8% | -16.9% | +168.6% | +195.2% |
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