+294.8%
IONQ vs TER
+197.9%
+96.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | -2.6% |
| 7D | +0.8% | +0.6% | +0.2% | +0.2% |
| 30D | -1.0% | -8.3% | +7.2% | +4.5% |
| 3M | -39.8% | -12.2% | -27.6% | -37.4% |
| 6M | +6.4% | +17.1% | -10.6% | -16.6% |
| YTD | -11.9% | +84.7% | -96.6% | -53.5% |
| 1Y | -6.2% | +199.9% | -206.1% | -67.9% |
| 3Y | +125.7% | +232.8% | -107.1% | -38.9% |
| All | +294.8% | +197.9% | +96.9% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling