-1.3%
IONQ vs TCOM
-44.5%
+43.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | +7.1% | -7.6% | +14.7% | +9.4% |
| 30D | -8.9% | -12.2% | +3.3% | -5.7% |
| 3M | -35.6% | -14.2% | -21.3% | -32.4% |
| 6M | +13.3% | -25.0% | +38.3% | +25.6% |
| YTD | -9.8% | -43.7% | +33.9% | +3.2% |
| 1Y | -1.3% | -44.5% | +43.2% | +15.2% |
| All | -1.3% | -44.5% | +43.2% | +15.2% |
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