+1,628.3%
NVDA vs IONQ
+263.8%
+1,364.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.5% |
| 7D | +3.8% | +7.1% | -3.3% | +2.4% |
| 30D | +0.8% | -8.9% | +9.7% | +2.4% |
| 3M | +8.2% | -35.6% | +43.7% | +16.2% |
| 6M | +27.1% | +13.3% | +13.8% | +20.0% |
| YTD | +21.2% | -9.8% | +31.0% | +17.4% |
| 1Y | +34.3% | -1.3% | +35.6% | +23.2% |
| 3Y | +396.3% | +109.3% | +287.0% | +214.0% |
| 5Y | +913.8% | +304.7% | +609.1% | +322.7% |
| All | +1,628.3% | +263.8% | +1,364.5% | +626.8% |
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