+45.7%
IONQ vs TEVA
+368.9%
-323.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.4% | -7.3% |
| 7D | -11.5% | +4.4% | -15.9% | -13.3% |
| 30D | -8.1% | +9.3% | -17.4% | -11.8% |
| 3M | -35.8% | +21.9% | -57.6% | -41.4% |
| 6M | -47.7% | +22.8% | -70.5% | -53.0% |
| YTD | -35.6% | +42.6% | -78.2% | -46.5% |
| 1Y | -36.4% | +74.2% | -110.6% | -52.0% |
| 3Y | +150.0% | +404.5% | -254.5% | +1.8% |
| All | +45.7% | +368.9% | -323.2% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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