+45.7%
IONQ vs TNA
-46.7%
+92.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.6% |
| 7D | -11.5% | +3.7% | -15.2% | -13.8% |
| 30D | -8.1% | +4.4% | -12.5% | -10.7% |
| 3M | -35.8% | -26.7% | -9.1% | -18.2% |
| 6M | -47.7% | -12.8% | -34.9% | -40.9% |
| YTD | -35.6% | +22.7% | -58.3% | -43.1% |
| 1Y | -36.4% | +35.7% | -72.0% | -47.7% |
| 3Y | +150.0% | +134.6% | +15.5% | +22.5% |
| All | +45.7% | -46.7% | +92.4% | +121.6% |
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