+1,119.4%
NBIS vs IONQ
+206.1%
+913.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.3% | +6.8% |
| 7D | +22.2% | +7.1% | +15.1% | +19.2% |
| 30D | +29.7% | -8.9% | +38.7% | +34.8% |
| 3M | +11.9% | -35.6% | +47.4% | +30.9% |
| 6M | +173.0% | +13.3% | +159.7% | +157.6% |
| YTD | +191.4% | -9.8% | +201.2% | +194.6% |
| 1Y | +280.7% | -1.3% | +282.0% | +276.2% |
| All | +1,119.4% | +206.1% | +913.3% | +833.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling