+202.0%
IONQ vs TT
+199.2%
+2.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.4% | +21.0% | +21.4% |
| 7D | +8.6% | -2.0% | +10.6% | +11.1% |
| 30D | -21.1% | -14.0% | -7.1% | -10.2% |
| 3M | -17.9% | -15.9% | -2.0% | -4.9% |
| 6M | -37.9% | -17.3% | -20.6% | -27.3% |
| YTD | -27.3% | +4.0% | -31.3% | -31.8% |
| 1Y | -43.2% | -7.1% | -36.1% | -40.8% |
| 3Y | +191.0% | +90.2% | +100.7% | +65.3% |
| 5Y | +69.3% | +131.1% | -61.8% | -25.8% |
| All | +202.0% | +199.2% | +2.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling