+144.7%
IONQ vs TER
+78.3%
+66.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -15.2% | +4.7% | -0.5% |
| 7D | -16.7% | -28.2% | +11.5% | +3.2% |
| 30D | -38.9% | -50.6% | +11.6% | -3.6% |
| 3M | -33.8% | -45.3% | +11.5% | -4.8% |
| 6M | -44.9% | -40.4% | -4.6% | -28.6% |
| YTD | -41.1% | +10.0% | -51.1% | -55.6% |
| 1Y | -52.3% | +13.6% | -65.9% | -64.9% |
| 3Y | +128.2% | +145.2% | -17.0% | -21.5% |
| 5Y | +37.2% | +50.4% | -13.2% | -28.2% |
| All | +144.7% | +78.3% | +66.4% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling