-37.4%
IONQ vs TFC
+15.8%
-53.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +15.3% | -1.2% | +16.5% | +15.8% |
| 30D | -6.1% | +7.8% | -13.9% | -8.6% |
| 3M | -21.6% | -3.0% | -18.6% | -20.9% |
| 6M | -40.1% | +5.8% | -45.9% | -43.3% |
| YTD | -24.1% | +5.3% | -29.4% | -26.6% |
| 1Y | -37.4% | +15.7% | -53.1% | -41.4% |
| All | -37.4% | +15.8% | -53.2% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling