+135.8%
IONQ vs TER
+144.0%
-8.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -15.2% | +4.7% | -2.3% |
| 7D | -16.7% | -28.2% | +11.5% | -0.6% |
| 30D | -38.9% | -50.6% | +11.6% | -11.1% |
| 3M | -33.8% | -45.3% | +11.5% | -10.5% |
| 6M | -44.9% | -40.4% | -4.6% | -31.0% |
| YTD | -41.1% | +10.0% | -51.1% | -52.3% |
| 1Y | -52.3% | +13.6% | -65.9% | -62.1% |
| All | +135.8% | +144.0% | -8.2% | -4.8% |
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