-36.2%
IONQ vs TECK
+52.7%
-88.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.0% | +1.4% | +3.2% |
| 7D | +25.5% | +3.1% | +22.4% | +22.9% |
| 30D | -11.4% | -5.0% | -6.4% | -7.8% |
| 3M | -20.5% | -2.6% | -17.9% | -19.1% |
| 6M | -28.2% | 0.0% | -28.2% | -28.3% |
| YTD | -21.2% | +35.6% | -56.9% | -34.8% |
| All | -36.2% | +52.7% | -88.9% | -53.0% |
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