+294.8%
IONQ vs TCOM
+30.8%
+264.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +0.8% | -9.5% | +10.3% | +5.1% |
| 30D | -1.0% | -10.7% | +9.7% | +3.5% |
| 3M | -39.8% | -14.6% | -25.2% | -36.2% |
| 6M | +6.4% | -19.3% | +25.8% | +16.0% |
| YTD | -11.9% | -42.9% | +31.0% | +10.0% |
| 1Y | -6.2% | -43.8% | +37.6% | +17.8% |
| 3Y | +125.7% | +2.1% | +123.6% | +102.9% |
| All | +294.8% | +30.8% | +264.0% | +200.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling