+227.2%
IONQ vs TECK
+273.3%
-46.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.0% | +1.4% | +4.7% |
| 7D | +25.5% | +3.1% | +22.4% | +23.8% |
| 30D | -11.4% | -5.0% | -6.4% | -8.8% |
| 3M | -20.5% | -2.6% | -17.9% | -19.3% |
| 6M | -28.2% | 0.0% | -28.2% | -27.9% |
| YTD | -21.2% | +35.6% | -56.9% | -31.8% |
| 1Y | -40.4% | +58.1% | -98.5% | -52.1% |
| 3Y | +214.7% | +93.3% | +121.4% | +130.4% |
| 5Y | +56.9% | +153.7% | -96.9% | +8.2% |
| All | +227.2% | +273.3% | -46.1% | +122.1% |
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