+52.8%
IONQ vs TEL
+39.9%
+12.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.3% | +23.1% | +23.0% |
| 7D | +8.6% | -2.8% | +11.4% | +12.6% |
| 30D | -21.1% | -4.1% | -17.0% | -16.6% |
| 3M | -17.9% | -3.4% | -14.5% | -14.6% |
| 6M | -37.9% | -3.5% | -34.5% | -36.1% |
| YTD | -27.3% | -8.0% | -19.3% | -23.9% |
| 1Y | -43.2% | -13.7% | -29.5% | -35.1% |
| 3Y | +191.0% | +71.9% | +119.1% | +22.9% |
| All | +52.8% | +39.9% | +12.9% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling