+275.1%
IONQ vs TEM
+79.0%
+196.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.7% | -0.8% | -4.0% |
| 7D | -11.5% | -5.9% | -5.6% | -9.0% |
| 30D | -8.1% | +4.8% | -12.9% | -9.5% |
| 3M | -35.8% | +31.9% | -67.7% | -44.3% |
| 6M | -47.7% | +56.0% | -103.7% | -58.3% |
| YTD | -35.6% | +21.3% | -56.9% | -42.8% |
| 1Y | -36.4% | +5.4% | -41.8% | -39.9% |
| All | +275.1% | +79.0% | +196.1% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling