-43.2%
IONQ vs TMF
-22.9%
-20.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.5% |
| 7D | +8.6% | +1.2% | +7.4% | +8.0% |
| 30D | -21.1% | +19.7% | -40.8% | -26.7% |
| 3M | -17.9% | -2.1% | -15.8% | -16.8% |
| 6M | -37.9% | -13.4% | -24.5% | -34.6% |
| YTD | -27.3% | -16.7% | -10.6% | -21.7% |
| 1Y | -43.2% | -23.3% | -19.9% | -37.1% |
| All | -43.2% | -22.9% | -20.3% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling