+202.0%
IONQ vs TMF
-89.9%
+291.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.4% |
| 7D | +8.6% | +1.2% | +7.4% | +8.4% |
| 30D | -21.1% | +19.7% | -40.8% | -22.8% |
| 3M | -17.9% | -2.1% | -15.8% | -17.8% |
| 6M | -37.9% | -13.4% | -24.5% | -37.0% |
| YTD | -27.3% | -16.7% | -10.6% | -26.0% |
| 1Y | -43.2% | -23.3% | -19.9% | -41.7% |
| 3Y | +191.0% | -24.8% | +215.8% | +192.2% |
| 5Y | +69.3% | -88.0% | +157.3% | +80.1% |
| All | +202.0% | -89.9% | +291.9% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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