-2.7%
NFLX vs IONQ
+52.1%
-54.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +23.4% | -26.7% | -6.2% |
| 7D | +2.1% | +8.6% | -6.4% | +0.6% |
| 30D | -9.0% | -21.1% | +12.1% | -7.0% |
| 3M | -14.0% | -17.9% | +3.9% | -13.1% |
| 6M | -28.2% | -37.9% | +9.8% | -26.1% |
| YTD | -32.4% | -27.3% | -5.1% | -33.4% |
| 1Y | -42.2% | -43.2% | +1.0% | -41.6% |
| 3Y | +45.9% | +191.0% | -145.1% | -10.0% |
| All | -2.7% | +52.1% | -54.7% | -47.3% |
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