+150.0%
IONQ vs TMO
+58.7%
+91.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | +0.8% | -12.3% | -11.7% |
| 30D | -8.1% | +4.0% | -12.1% | -9.2% |
| 3M | -35.8% | +17.6% | -53.4% | -40.9% |
| 6M | -47.7% | +57.3% | -105.0% | -60.7% |
| YTD | -35.6% | +21.2% | -56.8% | -41.9% |
| 1Y | -36.4% | +21.1% | -57.5% | -42.6% |
| 3Y | +150.0% | +58.8% | +91.2% | +84.1% |
| All | +150.0% | +58.7% | +91.3% | +84.1% |
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