+93.8%
IONQ vs TMO
+18.6%
+75.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -6.0% |
| 7D | +1.3% | -0.5% | +1.8% | +1.6% |
| 30D | -10.3% | +1.0% | -11.3% | -11.0% |
| 3M | -32.7% | +22.7% | -55.4% | -41.7% |
| 6M | +6.3% | +19.0% | -12.7% | -6.0% |
| YTD | -15.0% | +4.7% | -19.7% | -17.7% |
| 1Y | -13.3% | +26.0% | -39.3% | -26.7% |
| All | +93.8% | +18.6% | +75.2% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling