+122.5%
IONQ vs TPG
+78.3%
+44.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.7% |
| 7D | -11.5% | +5.0% | -16.5% | -15.0% |
| 30D | -8.1% | +15.7% | -23.8% | -19.7% |
| 3M | -35.8% | -10.6% | -25.2% | -30.0% |
| 6M | -47.7% | +15.9% | -63.7% | -55.9% |
| YTD | -35.6% | -20.6% | -15.0% | -23.9% |
| 1Y | -36.4% | -11.8% | -24.6% | -32.2% |
| 3Y | +150.0% | +71.6% | +78.5% | +40.8% |
| All | +122.5% | +78.3% | +44.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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