+1,101.8%
NBIS vs IONQ
+188.5%
+913.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.3% | +0.7% |
| 7D | +17.8% | +1.3% | +16.4% | +17.2% |
| 30D | +30.5% | -10.3% | +40.9% | +36.4% |
| 3M | +9.2% | -32.7% | +41.9% | +26.5% |
| 6M | +153.2% | +6.3% | +146.8% | +144.4% |
| YTD | +187.1% | -15.0% | +202.1% | +196.7% |
| 1Y | +151.1% | -13.3% | +164.4% | +157.0% |
| All | +1,101.8% | +188.5% | +913.2% | +839.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling