+253.1%
IONQ vs TNA
+1.7%
+251.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.6% | -2.9% |
| 7D | +1.3% | -3.6% | +4.9% | +4.0% |
| 30D | -10.3% | -10.1% | -0.3% | -3.1% |
| 3M | -32.7% | +2.7% | -35.4% | -33.3% |
| 6M | +6.3% | +38.4% | -32.1% | -12.8% |
| YTD | -15.0% | +45.4% | -60.4% | -32.2% |
| 1Y | -13.3% | +55.9% | -69.3% | -34.2% |
| 3Y | +97.2% | +109.8% | -12.6% | +15.4% |
| 5Y | +278.7% | -22.5% | +301.3% | +248.1% |
| All | +253.1% | +1.7% | +251.4% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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