+265.9%
IONQ vs TPR
+335.6%
-69.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | -2.3% | +3.1% | +2.3% |
| 30D | -1.0% | -23.0% | +21.9% | +14.2% |
| 3M | -39.8% | -12.5% | -27.3% | -36.5% |
| 6M | +6.4% | -21.4% | +27.9% | +20.6% |
| YTD | -11.9% | -3.5% | -8.4% | -14.1% |
| 1Y | -6.2% | +17.4% | -23.5% | -20.0% |
| 3Y | +125.7% | +291.3% | -165.6% | -16.3% |
| 5Y | +296.0% | +241.9% | +54.1% | +47.2% |
| All | +265.9% | +335.6% | -69.7% | +29.4% |
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 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