+224.0%
IONQ vs TMF
-90.3%
+314.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | +16.7% | -1.1% | +17.7% | +16.8% |
| 30D | -12.3% | +11.8% | -24.1% | -13.5% |
| 3M | -17.7% | -4.0% | -13.7% | -17.5% |
| 6M | -28.9% | -16.5% | -12.4% | -27.6% |
| YTD | -22.0% | -19.9% | -2.1% | -20.3% |
| 1Y | -36.8% | -25.6% | -11.2% | -34.9% |
| 3Y | +228.2% | -29.9% | +258.1% | +232.1% |
| 5Y | +91.9% | -88.2% | +180.2% | +102.7% |
| All | +224.0% | -90.3% | +314.3% | +224.0% |
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