+37.2%
IONQ vs TT
+128.8%
-91.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.4% | -6.1% | -6.4% |
| 7D | -16.7% | -9.0% | -7.7% | -8.8% |
| 30D | -38.9% | -17.6% | -21.3% | -26.9% |
| 3M | -33.8% | -18.7% | -15.2% | -20.0% |
| 6M | -44.9% | -17.4% | -27.5% | -34.6% |
| YTD | -41.1% | +1.5% | -42.6% | -44.5% |
| 1Y | -52.3% | -9.4% | -42.9% | -49.3% |
| 3Y | +128.2% | +85.1% | +43.2% | +16.3% |
| 5Y | +37.2% | +125.7% | -88.6% | -52.1% |
| All | +37.2% | +128.8% | -91.6% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling