-39.1%
IONQ vs TCOM
-41.5%
+2.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.9% | -8.5% | -9.2% |
| 7D | +16.8% | -1.4% | +18.1% | +17.2% |
| 30D | -11.1% | +11.5% | -22.7% | -13.5% |
| 3M | -31.7% | -5.2% | -26.5% | -30.6% |
| 6M | -44.8% | -16.9% | -27.8% | -40.2% |
| YTD | -31.2% | -39.9% | +8.7% | -24.8% |
| 1Y | -39.1% | -42.1% | +2.9% | -29.6% |
| All | -39.1% | -41.5% | +2.3% | -29.6% |
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