+135.8%
IONQ vs TAP
-20.1%
+155.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.1% | -8.4% | -10.9% |
| 7D | -16.7% | +7.7% | -24.4% | -15.6% |
| 30D | -38.9% | +14.4% | -53.4% | -37.6% |
| 3M | -33.8% | +2.0% | -35.8% | -33.1% |
| 6M | -44.9% | +2.5% | -47.4% | -44.0% |
| YTD | -41.1% | -6.4% | -34.7% | -40.4% |
| 1Y | -52.3% | -2.3% | -50.0% | -52.2% |
| All | +135.8% | -20.1% | +155.8% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling