+202.0%
IONQ vs TECK
+249.0%
-46.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +22.9% |
| 7D | +8.6% | -0.2% | +8.8% | +8.7% |
| 30D | -21.1% | -7.5% | -13.6% | -17.7% |
| 3M | -17.9% | -8.4% | -9.4% | -14.0% |
| 6M | -37.9% | -2.2% | -35.7% | -36.9% |
| YTD | -27.3% | +26.8% | -54.1% | -34.9% |
| 1Y | -43.2% | +46.5% | -89.7% | -52.6% |
| 3Y | +191.0% | +69.0% | +122.0% | +125.6% |
| 5Y | +69.3% | +138.8% | -69.5% | +20.6% |
| All | +202.0% | +249.0% | -46.9% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling