+266.8%
IONQ vs TNA
-23.3%
+290.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.1% |
| 7D | -7.0% | -7.3% | +0.3% | -1.5% |
| 30D | -18.7% | -14.2% | -4.5% | -8.3% |
| 3M | -36.6% | -4.6% | -32.1% | -33.5% |
| 6M | +7.2% | +36.9% | -29.7% | -13.4% |
| YTD | -18.1% | +42.5% | -60.6% | -35.5% |
| 1Y | -21.9% | +45.8% | -67.7% | -39.9% |
| 3Y | +86.7% | +104.7% | -17.9% | +0.8% |
| All | +266.8% | -23.3% | +290.1% | +302.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling