+202.0%
IONQ vs TFC
+33.4%
+168.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +24.1% |
| 7D | +8.6% | +1.2% | +7.4% | +7.3% |
| 30D | -21.1% | +8.3% | -29.4% | -25.9% |
| 3M | -17.9% | -5.2% | -12.7% | -15.3% |
| 6M | -37.9% | -0.8% | -37.2% | -39.1% |
| YTD | -27.3% | +3.4% | -30.7% | -30.9% |
| 1Y | -43.2% | +17.0% | -60.2% | -50.9% |
| 3Y | +191.0% | +86.2% | +104.8% | +87.8% |
| 5Y | +69.3% | -2.3% | +71.6% | +51.1% |
| All | +202.0% | +33.4% | +168.7% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling