+265.9%
IONQ vs TMF
-89.8%
+355.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.8% | -1.4% | +2.3% | +1.0% |
| 30D | -1.0% | -2.8% | +1.8% | -0.7% |
| 3M | -39.8% | -10.9% | -28.9% | -39.1% |
| 6M | +6.4% | -21.3% | +27.8% | +9.1% |
| YTD | -11.9% | -15.9% | +4.0% | -10.3% |
| 1Y | -6.2% | -15.7% | +9.6% | -4.9% |
| 3Y | +125.7% | -43.4% | +169.1% | +132.6% |
| 5Y | +296.0% | -87.8% | +383.8% | +318.3% |
| All | +265.9% | -89.8% | +355.7% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling