+167.4%
IONQ vs TEVA
+358.3%
-190.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.4% | -7.2% |
| 7D | -11.5% | +4.4% | -15.9% | -13.1% |
| 30D | -8.1% | +9.3% | -17.4% | -11.3% |
| 3M | -35.8% | +21.9% | -57.6% | -40.7% |
| 6M | -47.7% | +22.8% | -70.5% | -52.3% |
| YTD | -35.6% | +42.6% | -78.2% | -45.1% |
| 1Y | -36.4% | +74.2% | -110.6% | -50.0% |
| 3Y | +150.0% | +404.5% | -254.5% | +21.5% |
| 5Y | +43.3% | +367.9% | -324.6% | -33.2% |
| All | +167.4% | +358.3% | -190.9% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling