+300.8%
IONQ vs TEM
+89.7%
+211.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.5% | -4.9% | -7.5% |
| 7D | +16.8% | +7.8% | +9.0% | +13.8% |
| 30D | -11.1% | +11.2% | -22.4% | -14.8% |
| 3M | -31.7% | +39.0% | -70.7% | -42.1% |
| 6M | -44.8% | +61.6% | -106.4% | -56.6% |
| YTD | -31.2% | +28.5% | -59.7% | -40.4% |
| 1Y | -39.1% | +6.7% | -45.9% | -43.0% |
| All | +300.8% | +89.7% | +211.1% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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