+265.9%
IONQ vs TCOM
+21.8%
+244.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +0.8% | -9.5% | +10.3% | +4.8% |
| 30D | -1.0% | -10.7% | +9.7% | +3.1% |
| 3M | -39.8% | -14.6% | -25.2% | -36.5% |
| 6M | +6.4% | -19.3% | +25.8% | +15.3% |
| YTD | -11.9% | -42.9% | +31.0% | +8.2% |
| 1Y | -6.2% | -43.8% | +37.6% | +15.9% |
| 3Y | +125.7% | +2.1% | +123.6% | +106.9% |
| 5Y | +296.0% | +31.2% | +264.8% | +193.4% |
| All | +265.9% | +21.8% | +244.1% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling