+1,269.5%
NVDA vs IONQ
+217.7%
+1,051.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.3% | -12.6% | -5.9% |
| 7D | -11.6% | +25.5% | -37.0% | -15.7% |
| 30D | -22.1% | -11.4% | -10.7% | -21.0% |
| 3M | -20.1% | -20.5% | +0.3% | -17.7% |
| 6M | -16.8% | -28.2% | +11.4% | -14.2% |
| YTD | -4.0% | -21.2% | +17.3% | -5.6% |
| 1Y | -4.8% | -40.4% | +35.6% | -2.4% |
| 3Y | +281.7% | +214.7% | +67.0% | +116.7% |
| 5Y | +485.4% | +56.9% | +428.5% | +197.7% |
| All | +1,269.5% | +217.7% | +1,051.9% | +484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling