+144.7%
IONQ vs TMF
-89.9%
+234.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.6% | -11.1% | -10.6% |
| 7D | -16.7% | +2.7% | -19.4% | -17.0% |
| 30D | -38.9% | +19.3% | -58.3% | -40.2% |
| 3M | -33.8% | -3.7% | -30.1% | -33.6% |
| 6M | -44.9% | -11.3% | -33.6% | -44.2% |
| YTD | -41.1% | -16.6% | -24.5% | -40.0% |
| 1Y | -52.3% | -21.1% | -31.2% | -51.2% |
| 3Y | +128.2% | -26.8% | +155.1% | +129.8% |
| 5Y | +37.2% | -88.0% | +125.2% | +45.9% |
| All | +144.7% | -89.9% | +234.6% | +143.6% |
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