+508.6%
NVDA vs IONQ
+52.1%
+456.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +23.4% | -20.6% | -1.7% |
| 7D | -8.8% | +8.6% | -17.4% | -10.6% |
| 30D | -21.4% | -21.1% | -0.3% | -18.4% |
| 3M | -14.7% | -17.9% | +3.2% | -12.5% |
| 6M | -10.0% | -37.9% | +28.0% | -4.6% |
| YTD | +0.3% | -27.3% | +27.6% | +0.2% |
| 1Y | -0.5% | -43.2% | +42.7% | +3.0% |
| 3Y | +309.2% | +191.0% | +118.2% | +134.2% |
| All | +508.6% | +52.1% | +456.5% | +202.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling