+37.2%
IONQ vs TPR
+255.9%
-218.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +7.1% | -17.6% | -15.4% |
| 7D | -16.7% | +13.9% | -30.5% | -24.8% |
| 30D | -38.9% | +14.9% | -53.9% | -45.4% |
| 3M | -33.8% | -15.4% | -18.4% | -28.5% |
| 6M | -44.9% | -4.5% | -40.5% | -46.1% |
| YTD | -41.1% | +6.0% | -47.1% | -47.7% |
| 1Y | -52.3% | +24.3% | -76.6% | -63.0% |
| 3Y | +128.2% | +412.8% | -284.6% | -46.0% |
| 5Y | +37.2% | +258.4% | -221.3% | -60.2% |
| All | +37.2% | +255.9% | -218.8% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling