+185.7%
IONQ vs TECK
+253.2%
-67.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.9% | -5.5% | -7.4% |
| 7D | +16.8% | +2.1% | +14.6% | +15.8% |
| 30D | -11.1% | -8.9% | -2.2% | -6.4% |
| 3M | -31.7% | -7.1% | -24.6% | -28.9% |
| 6M | -44.8% | -7.0% | -37.8% | -42.4% |
| YTD | -31.2% | +28.3% | -59.6% | -38.7% |
| 1Y | -39.1% | +40.6% | -79.7% | -48.0% |
| 3Y | +189.5% | +78.2% | +111.3% | +120.6% |
| 5Y | +53.2% | +129.5% | -76.4% | +9.3% |
| All | +185.7% | +253.2% | -67.5% | +99.7% |
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 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