+227.2%
IONQ vs TFC
+35.9%
+191.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +7.0% |
| 7D | +25.5% | +0.3% | +25.1% | +25.1% |
| 30D | -11.4% | +9.2% | -20.6% | -17.1% |
| 3M | -20.5% | -2.9% | -17.6% | -19.3% |
| 6M | -28.2% | +3.5% | -31.7% | -31.7% |
| YTD | -21.2% | +5.4% | -26.7% | -26.1% |
| 1Y | -40.4% | +17.3% | -57.7% | -48.5% |
| 3Y | +214.7% | +96.7% | +118.0% | +96.2% |
| 5Y | +56.9% | -1.1% | +58.0% | +38.4% |
| All | +227.2% | +35.9% | +191.3% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling