+274.7%
IONQ vs TECK
+314.9%
-40.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.7% | +0.3% |
| 7D | +7.1% | +7.8% | -0.6% | +3.2% |
| 30D | -8.9% | +8.3% | -17.2% | -12.5% |
| 3M | -35.6% | +16.1% | -51.6% | -40.4% |
| 6M | +13.3% | +42.9% | -29.6% | -4.4% |
| YTD | -9.8% | +50.8% | -60.6% | -26.1% |
| 1Y | -1.3% | +106.1% | -107.4% | -30.6% |
| 3Y | +109.3% | +84.0% | +25.2% | +54.0% |
| 5Y | +304.7% | +223.5% | +81.2% | +161.6% |
| All | +274.7% | +314.9% | -40.1% | +140.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling