+150.0%
IONQ vs TECK
+74.1%
+76.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -5.3% |
| 7D | -11.5% | -0.4% | -11.0% | -10.9% |
| 30D | -8.1% | -7.1% | -1.0% | -2.9% |
| 3M | -35.8% | -5.5% | -30.3% | -33.1% |
| 6M | -47.7% | -9.7% | -38.0% | -43.8% |
| YTD | -35.6% | +26.3% | -61.9% | -45.3% |
| 1Y | -36.4% | +44.4% | -80.8% | -50.9% |
| 3Y | +150.0% | +70.1% | +80.0% | +50.3% |
| All | +150.0% | +74.1% | +76.0% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling