+185.7%
IONQ vs TEL
+96.4%
+89.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.7% | -8.6% |
| 7D | +16.8% | +5.6% | +11.2% | +10.2% |
| 30D | -11.1% | +0.9% | -12.0% | -11.4% |
| 3M | -31.7% | +2.1% | -33.8% | -33.1% |
| 6M | -44.8% | +2.7% | -47.5% | -46.8% |
| YTD | -31.2% | -3.2% | -28.0% | -31.7% |
| 1Y | -39.1% | -10.6% | -28.5% | -32.9% |
| 3Y | +189.5% | +79.8% | +109.7% | +31.0% |
| 5Y | +53.2% | +43.3% | +9.9% | -11.3% |
| All | +185.7% | +96.4% | +89.4% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling