-44.7%
IONQ vs TAP
+4.4%
-49.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | +0.4% |
| 7D | -8.9% | +9.9% | -18.9% | -3.0% |
| 30D | -31.3% | +18.1% | -49.4% | -23.4% |
| 3M | -29.2% | +3.2% | -32.4% | -26.6% |
| 6M | -35.4% | +8.4% | -43.9% | -30.0% |
| YTD | -34.2% | -4.4% | -29.8% | -32.8% |
| 1Y | -44.7% | +3.2% | -47.9% | -43.9% |
| All | -44.7% | +4.4% | -49.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling