-44.7%
IONQ vs TCOM
-39.6%
-5.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.1% |
| 7D | -8.9% | +10.7% | -19.6% | -10.9% |
| 30D | -31.3% | +10.1% | -41.3% | -32.7% |
| 3M | -29.2% | -8.9% | -20.3% | -27.5% |
| 6M | -35.4% | -19.2% | -16.3% | -30.2% |
| YTD | -34.2% | -40.6% | +6.5% | -28.4% |
| 1Y | -44.7% | -39.0% | -5.6% | -39.7% |
| All | -44.7% | -39.6% | -5.0% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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