+265.9%
IONQ vs TNA
+7.5%
+258.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.8% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -1.0% | -4.9% | +3.9% | +3.1% |
| 3M | -39.8% | +0.4% | -40.2% | -39.2% |
| 6M | +6.4% | +32.5% | -26.1% | -10.6% |
| YTD | -11.9% | +53.7% | -65.6% | -32.4% |
| 1Y | -6.2% | +65.1% | -71.3% | -31.6% |
| 3Y | +125.7% | +98.4% | +27.3% | +35.6% |
| 5Y | +296.0% | -22.5% | +318.5% | +254.1% |
| All | +265.9% | +7.5% | +258.4% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling