+150.0%
IONQ vs TER
+188.5%
-38.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.4% | -1.0% | -3.5% |
| 7D | -11.5% | +14.4% | -25.8% | -18.1% |
| 30D | -8.1% | -30.6% | +22.5% | +11.0% |
| 3M | -35.8% | -39.2% | +3.4% | -17.9% |
| 6M | -47.7% | -31.3% | -16.5% | -39.7% |
| YTD | -35.6% | +29.1% | -64.7% | -52.5% |
| 1Y | -36.4% | +47.4% | -83.8% | -56.8% |
| 3Y | +150.0% | +191.2% | -41.2% | -19.5% |
| All | +150.0% | +188.5% | -38.5% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling