+185.7%
IONQ vs TMF
-90.7%
+276.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.4% | -5.0% | -8.9% |
| 7D | +16.8% | -8.2% | +24.9% | +17.9% |
| 30D | -11.1% | +5.3% | -16.5% | -11.7% |
| 3M | -31.7% | -8.5% | -23.3% | -31.1% |
| 6M | -44.8% | -17.2% | -27.6% | -43.6% |
| YTD | -31.2% | -23.4% | -7.8% | -29.3% |
| 1Y | -39.1% | -30.2% | -8.9% | -36.9% |
| 3Y | +189.5% | -32.9% | +222.4% | +194.5% |
| 5Y | +53.2% | -88.5% | +141.7% | +61.9% |
| All | +185.7% | -90.7% | +276.5% | +187.3% |
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