+53.2%
IONQ vs TMO
+12.1%
+41.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.5% | -6.8% | -7.3% |
| 7D | +16.8% | +3.3% | +13.4% | +14.5% |
| 30D | -11.1% | +5.5% | -16.6% | -13.8% |
| 3M | -31.7% | +16.1% | -47.8% | -39.0% |
| 6M | -44.8% | +52.6% | -97.3% | -62.1% |
| YTD | -31.2% | +21.0% | -52.3% | -41.6% |
| 1Y | -39.1% | +19.4% | -58.5% | -47.8% |
| 3Y | +189.5% | +57.5% | +132.0% | +76.1% |
| 5Y | +53.2% | +11.7% | +41.5% | +30.4% |
| All | +53.2% | +12.1% | +41.0% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling