+274.7%
IONQ vs TEVA
+278.6%
-3.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +7.1% | +1.6% | +5.5% | +6.4% |
| 30D | -8.9% | +4.0% | -12.9% | -10.3% |
| 3M | -35.6% | +10.5% | -46.1% | -38.6% |
| 6M | +13.3% | +18.4% | -5.1% | +4.2% |
| YTD | -9.8% | +17.8% | -27.6% | -16.9% |
| 1Y | -1.3% | +90.5% | -91.8% | -26.4% |
| 3Y | +109.3% | +282.1% | -172.9% | +13.3% |
| 5Y | +304.7% | +291.9% | +12.8% | +102.6% |
| All | +274.7% | +278.6% | -3.9% | +88.7% |
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 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