+144.7%
IONQ vs TPR
+378.5%
-233.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +7.1% | -17.6% | -14.9% |
| 7D | -16.7% | +13.9% | -30.5% | -23.9% |
| 30D | -38.9% | +14.9% | -53.9% | -44.7% |
| 3M | -33.8% | -15.4% | -18.4% | -29.1% |
| 6M | -44.9% | -4.5% | -40.5% | -45.8% |
| YTD | -41.1% | +6.0% | -47.1% | -46.7% |
| 1Y | -52.3% | +24.3% | -76.6% | -61.5% |
| 3Y | +128.2% | +412.8% | -284.6% | -29.3% |
| 5Y | +37.2% | +258.4% | -221.3% | -52.5% |
| All | +144.7% | +378.5% | -233.8% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling