+265.9%
IONQ vs TDG
+128.5%
+137.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +0.8% | -2.0% | +2.8% | +2.5% |
| 30D | -1.0% | -7.4% | +6.4% | +4.7% |
| 3M | -39.8% | -5.4% | -34.4% | -38.3% |
| 6M | +6.4% | -11.6% | +18.1% | +15.6% |
| YTD | -11.9% | -12.6% | +0.7% | -4.1% |
| 1Y | -6.2% | -9.3% | +3.2% | -1.2% |
| 3Y | +125.7% | +49.2% | +76.5% | +43.9% |
| 5Y | +296.0% | +132.1% | +163.8% | +72.9% |
| All | +265.9% | +128.5% | +137.4% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling