+294.8%
IONQ vs TECK
+200.8%
+94.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | -39.8% | +2.8% | -42.7% | -40.8% |
| 6M | +6.4% | +24.9% | -18.5% | -6.0% |
| YTD | -11.9% | +44.7% | -56.7% | -28.6% |
| 1Y | -6.2% | +112.0% | -118.1% | -39.2% |
| 3Y | +125.7% | +67.6% | +58.1% | +63.1% |
| All | +294.8% | +200.8% | +94.0% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling