+45.7%
IONQ vs TFC
+0.2%
+45.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -11.5% | +1.2% | -12.7% | -12.2% |
| 30D | -8.1% | +9.7% | -17.7% | -14.9% |
| 3M | -35.8% | -4.8% | -31.0% | -33.7% |
| 6M | -47.7% | +8.4% | -56.2% | -52.3% |
| YTD | -35.6% | +4.7% | -40.3% | -39.8% |
| 1Y | -36.4% | +15.0% | -51.3% | -45.1% |
| 3Y | +150.0% | +93.9% | +56.1% | +46.8% |
| All | +45.7% | +0.2% | +45.5% | +39.0% |
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