+1,612.5%
NVDA vs IONQ
+242.8%
+1,369.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.8% | +0.2% |
| 7D | -0.3% | +1.3% | -1.7% | -0.6% |
| 30D | +2.8% | -10.3% | +13.1% | +4.8% |
| 3M | +7.4% | -32.7% | +40.2% | +14.6% |
| 6M | +22.6% | +6.3% | +16.3% | +17.1% |
| YTD | +20.1% | -15.0% | +35.1% | +17.6% |
| 1Y | +31.2% | -13.3% | +44.5% | +23.5% |
| 3Y | +391.7% | +97.2% | +294.5% | +214.6% |
| 5Y | +911.9% | +278.7% | +633.1% | +327.6% |
| All | +1,612.5% | +242.8% | +1,369.7% | +628.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling