+265.9%
IONQ vs TECK
+298.3%
-32.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.8% | -0.3% | +1.2% | +1.0% |
| 30D | -1.0% | +4.6% | -5.6% | -3.2% |
| 3M | -39.8% | +2.8% | -42.7% | -40.6% |
| 6M | +6.4% | +24.9% | -18.5% | -4.2% |
| YTD | -11.9% | +44.7% | -56.7% | -26.3% |
| 1Y | -6.2% | +112.0% | -118.1% | -34.9% |
| 3Y | +125.7% | +67.6% | +58.1% | +72.6% |
| 5Y | +296.0% | +200.3% | +95.6% | +161.8% |
| All | +265.9% | +298.3% | -32.4% | +140.0% |
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