+224.0%
IONQ vs TD
+175.3%
+48.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.6% |
| 7D | +16.7% | -0.7% | +17.4% | +17.9% |
| 30D | -12.3% | +7.6% | -19.9% | -19.8% |
| 3M | -17.7% | +3.0% | -20.7% | -20.6% |
| 6M | -28.9% | +16.8% | -45.8% | -41.4% |
| YTD | -22.0% | +34.3% | -56.4% | -44.8% |
| 1Y | -36.8% | +56.0% | -92.8% | -62.6% |
| 3Y | +228.2% | +132.4% | +95.9% | +20.8% |
| 5Y | +91.9% | +103.7% | -11.7% | -15.2% |
| All | +224.0% | +175.3% | +48.7% | +31.8% |
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