+224.0%
IONQ vs TENB
-20.8%
+244.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +1.3% |
| 7D | +16.7% | -10.8% | +27.5% | +24.5% |
| 30D | -12.3% | +0.9% | -13.2% | -13.5% |
| 3M | -17.7% | +14.3% | -32.1% | -27.7% |
| 6M | -28.9% | +92.2% | -121.2% | -57.8% |
| YTD | -22.0% | +78.3% | -100.3% | -52.4% |
| 1Y | -36.8% | +49.5% | -86.3% | -56.3% |
| 3Y | +228.2% | +12.2% | +216.1% | +176.7% |
| 5Y | +91.9% | -22.4% | +114.3% | +97.3% |
| All | +224.0% | -20.8% | +244.8% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling