-8.5%
NFLX vs IONQ
+39.6%
-48.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.6% | -0.1% |
| 7D | -2.0% | -11.5% | +9.5% | -0.6% |
| 30D | -11.9% | -8.1% | -3.8% | -11.7% |
| 3M | -20.6% | -35.8% | +15.2% | -17.2% |
| 6M | -29.0% | -47.7% | +18.7% | -25.2% |
| YTD | -33.7% | -35.6% | +1.9% | -33.8% |
| 1Y | -46.2% | -36.4% | -9.8% | -46.6% |
| 3Y | +39.8% | +150.0% | -110.3% | -12.0% |
| All | -8.5% | +39.6% | -48.1% | -50.4% |
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