+227.2%
IONQ vs TCOM
+30.8%
+196.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.1% | +8.6% |
| 7D | +25.5% | +7.4% | +18.0% | +21.8% |
| 30D | -11.4% | +13.2% | -24.6% | -15.9% |
| 3M | -20.5% | -4.6% | -15.9% | -19.6% |
| 6M | -28.2% | -16.4% | -11.8% | -24.1% |
| YTD | -21.2% | -38.8% | +17.5% | -6.3% |
| 1Y | -40.4% | -37.3% | -3.0% | -29.9% |
| 3Y | +214.7% | +31.4% | +183.3% | +159.6% |
| 5Y | +56.9% | +45.5% | +11.3% | +12.7% |
| All | +227.2% | +30.8% | +196.4% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling