+52.8%
IONQ vs TER
+53.6%
-0.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.6% | +20.8% | +21.7% |
| 7D | +8.6% | -20.5% | +29.1% | +26.6% |
| 30D | -21.1% | -47.0% | +25.9% | +20.4% |
| 3M | -17.9% | -43.3% | +25.4% | +16.3% |
| 6M | -37.9% | -42.9% | +5.0% | -16.6% |
| YTD | -27.3% | +12.9% | -40.2% | -47.4% |
| 1Y | -43.2% | +18.2% | -61.4% | -60.4% |
| 3Y | +191.0% | +151.8% | +39.2% | -13.2% |
| All | +52.8% | +53.6% | -0.8% | -36.1% |
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