+278.7%
IONQ vs TDG
+131.7%
+147.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -4.3% |
| 7D | +1.3% | -2.4% | +3.8% | +3.5% |
| 30D | -10.3% | -8.0% | -2.3% | -3.8% |
| 3M | -32.7% | -10.5% | -22.3% | -26.8% |
| 6M | +6.3% | -11.9% | +18.2% | +16.4% |
| YTD | -15.0% | -15.4% | +0.4% | -4.3% |
| 1Y | -13.3% | -14.2% | +0.9% | -4.0% |
| 3Y | +97.2% | +51.0% | +46.2% | +12.7% |
| 5Y | +278.7% | +126.5% | +152.3% | +39.3% |
| All | +278.7% | +131.7% | +147.1% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling