+22.3%
NFLX vs IONQ
+217.7%
-195.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.3% | -7.5% | -0.1% |
| 7D | +2.6% | +25.5% | -22.9% | -0.7% |
| 30D | -9.0% | -11.4% | +2.4% | -8.4% |
| 3M | -13.7% | -20.5% | +6.7% | -12.5% |
| 6M | -26.9% | -28.2% | +1.3% | -26.2% |
| YTD | -31.8% | -21.2% | -10.6% | -33.4% |
| 1Y | -42.1% | -40.4% | -1.7% | -41.8% |
| 3Y | +47.0% | +214.7% | -167.7% | -6.3% |
| 5Y | -2.5% | +56.9% | -59.4% | -44.6% |
| All | +22.3% | +217.7% | -195.4% | -33.8% |
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 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