+135.8%
IONQ vs TT
+85.3%
+50.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.4% | -6.1% | -6.7% |
| 7D | -16.7% | -9.0% | -7.7% | -9.3% |
| 30D | -38.9% | -17.6% | -21.3% | -27.7% |
| 3M | -33.8% | -18.7% | -15.2% | -20.9% |
| 6M | -44.9% | -17.4% | -27.5% | -35.2% |
| YTD | -41.1% | +1.5% | -42.6% | -44.6% |
| 1Y | -52.3% | -9.4% | -42.9% | -49.2% |
| All | +135.8% | +85.3% | +50.5% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling