+241.1%
IONQ vs TMO
+30.6%
+210.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.1% |
| 7D | -5.6% | -2.5% | -3.1% | -4.0% |
| 30D | -15.2% | -0.3% | -14.9% | -15.3% |
| 3M | -34.9% | +25.3% | -60.2% | -46.3% |
| 6M | +4.9% | +20.9% | -16.0% | -11.4% |
| YTD | -17.9% | +4.3% | -22.2% | -21.8% |
| 1Y | -16.0% | +27.0% | -43.0% | -32.6% |
| 3Y | +90.5% | +17.5% | +73.0% | +58.9% |
| 5Y | +268.4% | +6.9% | +261.5% | +235.6% |
| All | +241.1% | +30.6% | +210.6% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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