+253.1%
IONQ vs TCOM
+16.4%
+236.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.5% | -4.5% |
| 7D | +1.3% | -10.2% | +11.5% | +5.6% |
| 30D | -10.3% | -16.8% | +6.5% | -3.8% |
| 3M | -32.7% | -16.7% | -16.0% | -28.3% |
| 6M | +6.3% | -27.1% | +33.4% | +20.1% |
| YTD | -15.0% | -45.5% | +30.5% | +6.4% |
| 1Y | -13.3% | -45.9% | +32.6% | +8.7% |
| 3Y | +97.2% | +9.8% | +87.5% | +75.5% |
| 5Y | +278.7% | +23.8% | +254.9% | +186.1% |
| All | +253.1% | +16.4% | +236.8% | +180.9% |
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