+202.0%
IONQ vs TER
+82.9%
+119.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.6% | +20.8% | +21.7% |
| 7D | +8.6% | -20.5% | +29.1% | +26.2% |
| 30D | -21.1% | -47.0% | +25.9% | +19.4% |
| 3M | -17.9% | -43.3% | +25.4% | +15.5% |
| 6M | -37.9% | -42.9% | +5.0% | -16.9% |
| YTD | -27.3% | +12.9% | -40.2% | -46.0% |
| 1Y | -43.2% | +18.2% | -61.4% | -59.2% |
| 3Y | +191.0% | +151.8% | +39.2% | -1.4% |
| 5Y | +69.3% | +54.2% | +15.1% | -12.7% |
| All | +202.0% | +82.9% | +119.1% | +42.7% |
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