+227.2%
IONQ vs TER
+106.2%
+121.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.7% | -4.4% | -0.1% |
| 7D | +25.5% | -5.8% | +31.2% | +30.0% |
| 30D | -11.4% | -38.9% | +27.5% | +21.8% |
| 3M | -20.5% | -35.1% | +14.7% | +2.3% |
| 6M | -28.2% | -31.6% | +3.3% | -15.2% |
| YTD | -21.2% | +27.2% | -48.5% | -46.0% |
| 1Y | -40.4% | +35.2% | -75.6% | -60.9% |
| 3Y | +214.7% | +192.8% | +21.9% | -4.3% |
| 5Y | +56.9% | +72.4% | -15.6% | -25.0% |
| All | +227.2% | +106.2% | +121.0% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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