-6.2%
IONQ vs TECK
+108.8%
-114.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +0.8% | -0.3% | +1.2% | +1.1% |
| 30D | -1.0% | +4.6% | -5.6% | -3.9% |
| 3M | -39.8% | +2.8% | -42.7% | -41.1% |
| 6M | +6.4% | +24.9% | -18.5% | -7.1% |
| YTD | -11.9% | +44.7% | -56.7% | -27.4% |
| 1Y | -6.2% | +112.0% | -118.1% | -19.7% |
| All | -6.2% | +108.8% | -114.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling