+34.1%
NOW vs IONQ
+255.2%
-221.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | +20.5% | -1.0% | +21.5% | +20.2% |
| 3M | +18.3% | -39.8% | +58.2% | +26.1% |
| 6M | +24.1% | +6.4% | +17.6% | +19.4% |
| YTD | -7.8% | -11.9% | +4.1% | -9.6% |
| 1Y | -21.4% | -6.2% | -15.2% | -25.5% |
| 3Y | +19.5% | +125.7% | -106.2% | -17.2% |
| 5Y | +4.1% | +296.0% | -291.9% | -43.6% |
| All | +34.1% | +255.2% | -221.2% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling