+185.7%
IONQ vs TE
-80.6%
+266.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.5% | -1.9% | -6.9% |
| 7D | +16.8% | -13.6% | +30.4% | +22.6% |
| 30D | -11.1% | -37.7% | +26.5% | +3.5% |
| 3M | -31.7% | -59.8% | +28.1% | -8.8% |
| 6M | -44.8% | -66.3% | +21.6% | -26.8% |
| YTD | -31.2% | -70.5% | +39.3% | -10.2% |
| 1Y | -39.1% | -48.8% | +9.7% | -35.3% |
| 3Y | +189.5% | +31.3% | +158.2% | +44.4% |
| 5Y | +53.2% | -82.0% | +135.2% | +70.6% |
| All | +185.7% | -80.6% | +266.3% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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