+34.4%
NVDA vs IONQ
-4.1%
+38.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | +5.9% | +0.8% | +5.1% | +5.8% |
| 30D | +5.1% | -1.0% | +6.1% | +5.2% |
| 3M | +5.4% | -39.8% | +45.2% | +9.9% |
| 6M | +26.0% | +6.4% | +19.6% | +23.8% |
| YTD | +23.7% | -11.9% | +35.6% | +21.9% |
| 1Y | +34.4% | -6.2% | +40.5% | +39.9% |
| All | +34.4% | -4.1% | +38.5% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling