+202.0%
IONQ vs TAP
+3.0%
+199.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.5% | +27.9% | +23.1% |
| 7D | +8.6% | +0.5% | +8.1% | +8.6% |
| 30D | -21.1% | +9.1% | -30.2% | -20.8% |
| 3M | -17.9% | -3.8% | -14.1% | -17.8% |
| 6M | -37.9% | -3.4% | -34.5% | -37.7% |
| YTD | -27.3% | -10.6% | -16.7% | -27.1% |
| 1Y | -43.2% | -4.4% | -38.8% | -43.5% |
| 3Y | +191.0% | -24.4% | +215.4% | +196.4% |
| 5Y | +69.3% | +2.1% | +67.2% | +71.8% |
| All | +202.0% | +3.0% | +199.0% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling