+274.7%
IONQ vs TENB
-36.4%
+311.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.4% |
| 7D | +7.1% | -5.0% | +12.1% | +10.5% |
| 30D | -8.9% | -7.4% | -1.5% | -6.1% |
| 3M | -35.6% | +22.3% | -57.8% | -46.1% |
| 6M | +13.3% | +60.2% | -46.9% | -23.3% |
| YTD | -9.8% | +43.2% | -53.0% | -35.1% |
| 1Y | -1.3% | +8.2% | -9.5% | -13.9% |
| 3Y | +109.3% | -23.8% | +133.0% | +127.6% |
| 5Y | +304.7% | -26.9% | +331.6% | +373.2% |
| All | +274.7% | -36.4% | +311.1% | +330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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