-39.1%
IONQ vs TT
+0.9%
-40.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.2% | -9.2% | -9.3% |
| 7D | +16.8% | +8.1% | +8.7% | +11.3% |
| 30D | -11.1% | -11.3% | +0.1% | -5.4% |
| 3M | -31.7% | -11.2% | -20.5% | -27.4% |
| 6M | -44.8% | -8.9% | -35.9% | -42.0% |
| YTD | -31.2% | +9.7% | -40.9% | -31.4% |
| 1Y | -39.1% | +1.3% | -40.4% | -31.1% |
| All | -39.1% | +0.9% | -40.1% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling