+202.0%
IONQ vs TCOM
+31.8%
+170.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.3% | +22.1% | +22.9% |
| 7D | +8.6% | +12.1% | -3.5% | +3.6% |
| 30D | -21.1% | +16.5% | -37.6% | -25.9% |
| 3M | -17.9% | -4.0% | -13.8% | -17.1% |
| 6M | -37.9% | -18.5% | -19.4% | -33.6% |
| YTD | -27.3% | -38.3% | +11.0% | -13.7% |
| 1Y | -43.2% | -36.6% | -6.6% | -33.5% |
| 3Y | +191.0% | +31.1% | +159.9% | +140.3% |
| 5Y | +69.3% | +47.6% | +21.7% | +21.1% |
| All | +202.0% | +31.8% | +170.3% | +127.7% |
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