+253.1%
IONQ vs TEL
+84.5%
+168.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.6% |
| 7D | +1.3% | +1.2% | +0.1% | -0.1% |
| 30D | -10.3% | -4.1% | -6.2% | -6.4% |
| 3M | -32.7% | -2.6% | -30.1% | -31.5% |
| 6M | +6.3% | 0.0% | +6.3% | +2.5% |
| YTD | -15.0% | -9.1% | -5.9% | -9.9% |
| 1Y | -13.3% | -0.8% | -12.5% | -17.1% |
| 3Y | +97.2% | +67.4% | +29.8% | -3.3% |
| 5Y | +278.7% | +51.8% | +227.0% | +120.2% |
| All | +253.1% | +84.5% | +168.6% | +80.9% |
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