+253.1%
IONQ vs TE
-51.6%
+304.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.8% | -4.8% |
| 7D | +1.3% | +15.0% | -13.7% | -3.3% |
| 30D | -10.3% | -7.5% | -2.8% | -8.5% |
| 3M | -32.7% | -42.0% | +9.2% | -21.6% |
| 6M | +6.3% | -31.4% | +37.8% | +8.3% |
| YTD | -15.0% | -26.5% | +11.5% | -17.1% |
| 1Y | -13.3% | +153.1% | -166.4% | -51.9% |
| 3Y | +97.2% | -20.7% | +117.9% | +36.0% |
| 5Y | +278.7% | -45.4% | +324.2% | +208.2% |
| All | +253.1% | -51.6% | +304.8% | +189.7% |
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