+46.8%
NFLX vs IONQ
+263.8%
-216.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.2% |
| 7D | -5.0% | +7.1% | -12.1% | -5.8% |
| 30D | +3.5% | -8.9% | +12.5% | +4.3% |
| 3M | -7.1% | -35.6% | +28.5% | -3.0% |
| 6M | -22.5% | +13.3% | -35.7% | -26.2% |
| YTD | -18.1% | -9.8% | -8.3% | -20.6% |
| 1Y | -38.3% | -1.3% | -37.0% | -42.4% |
| 3Y | +73.4% | +109.3% | -35.9% | +21.5% |
| 5Y | +26.7% | +304.7% | -278.0% | -32.1% |
| All | +46.8% | +263.8% | -216.9% | -21.1% |
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 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