+1,148.3%
NVDA vs IONQ
+159.6%
+988.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -0.8% |
| 7D | -12.7% | -11.5% | -1.3% | -10.9% |
| 30D | -26.4% | -8.1% | -18.3% | -25.8% |
| 3M | -27.6% | -35.8% | +8.2% | -22.4% |
| 6M | -27.7% | -47.7% | +20.0% | -20.7% |
| YTD | -12.5% | -35.6% | +23.2% | -10.7% |
| 1Y | -12.6% | -36.4% | +23.7% | -11.6% |
| 3Y | +235.9% | +150.0% | +85.9% | +99.7% |
| 5Y | +438.2% | +43.3% | +394.9% | +179.1% |
| All | +1,148.3% | +159.6% | +988.7% | +452.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling