+295.2%
IONQ vs TEL
+52.2%
+243.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.7% |
| 7D | +0.8% | +3.0% | -2.1% | -2.8% |
| 30D | -1.0% | -3.9% | +2.9% | +3.4% |
| 3M | -39.8% | -5.1% | -34.7% | -36.9% |
| 6M | +6.4% | +0.6% | +5.8% | +1.5% |
| YTD | -11.9% | -7.3% | -4.6% | -8.7% |
| 1Y | -6.2% | +1.1% | -7.3% | -13.1% |
| 3Y | +125.7% | +63.7% | +62.0% | +5.6% |
| All | +295.2% | +52.2% | +243.0% | +128.7% |
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