+227.2%
IONQ vs TAP
+1.8%
+225.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.2% |
| 7D | +25.5% | -7.8% | +33.3% | +24.8% |
| 30D | -11.4% | +7.1% | -18.5% | -11.2% |
| 3M | -20.5% | -7.0% | -13.4% | -20.5% |
| 6M | -28.2% | -3.8% | -24.4% | -28.1% |
| YTD | -21.2% | -11.7% | -9.5% | -21.1% |
| 1Y | -40.4% | -10.1% | -30.3% | -40.4% |
| 3Y | +214.7% | -23.7% | +238.4% | +219.9% |
| 5Y | +56.9% | +2.9% | +54.0% | +59.2% |
| All | +227.2% | +1.8% | +225.4% | +246.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling