+294.8%
IONQ vs TFC
+16.2%
+278.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | +2.4% | -1.6% | -1.1% |
| 30D | -1.0% | -1.3% | +0.3% | -0.1% |
| 3M | -39.8% | +6.1% | -45.9% | -43.6% |
| 6M | +6.4% | +7.3% | -0.9% | -1.5% |
| YTD | -11.9% | +8.2% | -20.1% | -19.1% |
| 1Y | -6.2% | +14.4% | -20.6% | -17.7% |
| 3Y | +125.7% | +93.7% | +32.0% | +34.2% |
| All | +294.8% | +16.2% | +278.6% | +223.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling