+185.7%
IONQ vs TD
+175.1%
+10.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -8.9% |
| 7D | +16.8% | +0.6% | +16.2% | +16.0% |
| 30D | -11.1% | +5.0% | -16.1% | -16.0% |
| 3M | -31.7% | +1.1% | -32.8% | -32.6% |
| 6M | -44.8% | +16.5% | -61.2% | -54.2% |
| YTD | -31.2% | +34.3% | -65.5% | -51.3% |
| 1Y | -39.1% | +52.9% | -92.0% | -63.0% |
| 3Y | +189.5% | +132.2% | +57.3% | +6.7% |
| 5Y | +53.2% | +101.9% | -48.7% | -32.2% |
| All | +185.7% | +175.1% | +10.6% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling