+167.4%
IONQ vs TCOM
+29.4%
+138.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.8% |
| 7D | -11.5% | -1.8% | -9.7% | -10.8% |
| 30D | -8.1% | +12.1% | -20.2% | -12.4% |
| 3M | -35.8% | -3.2% | -32.6% | -35.4% |
| 6M | -47.7% | -16.6% | -31.1% | -44.7% |
| YTD | -35.6% | -39.4% | +3.8% | -23.1% |
| 1Y | -36.4% | -41.5% | +5.1% | -22.8% |
| 3Y | +150.0% | +24.4% | +125.7% | +111.0% |
| 5Y | +43.3% | +41.6% | +1.7% | +3.7% |
| All | +167.4% | +29.4% | +138.0% | +103.0% |
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