+214.7%
IONQ vs TMF
-29.8%
+244.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.3% | +8.3% |
| 7D | +25.5% | +0.6% | +24.9% | +25.3% |
| 30D | -11.4% | +16.3% | -27.7% | -13.3% |
| 3M | -20.5% | -2.7% | -17.8% | -20.3% |
| 6M | -28.2% | -13.2% | -15.1% | -27.1% |
| YTD | -21.2% | -16.7% | -4.6% | -19.7% |
| 1Y | -40.4% | -22.7% | -17.6% | -38.8% |
| 3Y | +214.7% | -26.1% | +240.8% | +209.5% |
| All | +214.7% | -29.8% | +244.5% | +209.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling