+240.3%
IONQ vs TDG
+124.2%
+116.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.2% |
| 7D | -7.0% | -1.9% | -5.1% | -5.6% |
| 30D | -18.7% | -7.7% | -11.0% | -13.4% |
| 3M | -36.6% | -9.3% | -27.3% | -32.1% |
| 6M | +7.2% | -9.4% | +16.6% | +14.0% |
| YTD | -18.1% | -14.3% | -3.8% | -9.5% |
| 1Y | -21.9% | -11.8% | -10.1% | -15.9% |
| 3Y | +86.7% | +52.0% | +34.8% | +17.3% |
| 5Y | +267.5% | +128.8% | +138.7% | +62.7% |
| All | +240.3% | +124.2% | +116.1% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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