+167.4%
IONQ vs TPR
+372.2%
-204.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.3% | -6.3% |
| 7D | -11.5% | -0.3% | -11.2% | -11.2% |
| 30D | -8.1% | +15.1% | -23.2% | -16.8% |
| 3M | -35.8% | +3.5% | -39.3% | -38.6% |
| 6M | -47.7% | +0.4% | -48.2% | -50.3% |
| YTD | -35.6% | +4.6% | -40.2% | -41.2% |
| 1Y | -36.4% | +33.1% | -69.5% | -50.6% |
| 3Y | +150.0% | +396.0% | -245.9% | -21.0% |
| 5Y | +43.3% | +230.3% | -187.0% | -49.7% |
| All | +167.4% | +372.2% | -204.8% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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