+265.9%
IONQ vs TDY
+73.1%
+192.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.8% |
| 7D | +0.8% | -1.8% | +2.6% | +2.9% |
| 30D | -1.0% | -10.7% | +9.7% | +12.2% |
| 3M | -39.8% | -1.3% | -38.5% | -38.4% |
| 6M | +6.4% | -10.6% | +17.0% | +21.4% |
| YTD | -11.9% | +19.6% | -31.5% | -27.1% |
| 1Y | -6.2% | +11.6% | -17.8% | -16.2% |
| 3Y | +125.7% | +45.2% | +80.5% | +50.6% |
| 5Y | +296.0% | +36.1% | +259.9% | +184.4% |
| All | +265.9% | +73.1% | +192.8% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling