+135.8%
IONQ vs TPR
+412.6%
-276.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +7.1% | -17.6% | -14.9% |
| 7D | -16.7% | +13.9% | -30.5% | -24.0% |
| 30D | -38.9% | +14.9% | -53.9% | -44.8% |
| 3M | -33.8% | -15.4% | -18.4% | -28.5% |
| 6M | -44.9% | -4.5% | -40.5% | -45.9% |
| YTD | -41.1% | +6.0% | -47.1% | -47.2% |
| 1Y | -52.3% | +24.3% | -76.6% | -62.6% |
| All | +135.8% | +412.6% | -276.9% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling