+278.7%
IONQ vs TDY
+33.5%
+245.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.1% | -3.8% |
| 7D | +1.3% | -1.8% | +3.2% | +3.7% |
| 30D | -10.3% | -13.8% | +3.4% | +7.2% |
| 3M | -32.7% | -3.9% | -28.8% | -29.1% |
| 6M | +6.3% | -9.0% | +15.3% | +20.4% |
| YTD | -15.0% | +16.5% | -31.5% | -29.2% |
| 1Y | -13.3% | +9.3% | -22.6% | -21.9% |
| 3Y | +97.2% | +45.1% | +52.1% | +23.0% |
| 5Y | +278.7% | +35.0% | +243.8% | +174.7% |
| All | +278.7% | +33.5% | +245.3% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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