+45.7%
IONQ vs TPR
+230.3%
-184.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.3% | -6.3% |
| 7D | -11.5% | -0.3% | -11.2% | -11.1% |
| 30D | -8.1% | +15.1% | -23.2% | -17.9% |
| 3M | -35.8% | +3.5% | -39.3% | -39.0% |
| 6M | -47.7% | +0.4% | -48.2% | -50.8% |
| YTD | -35.6% | +4.6% | -40.2% | -42.4% |
| 1Y | -36.4% | +33.1% | -69.5% | -52.9% |
| 3Y | +150.0% | +396.0% | -245.9% | -40.0% |
| All | +45.7% | +230.3% | -184.6% | -54.4% |
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