+91.9%
IONQ vs TT
+137.3%
-45.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +16.7% | +0.8% | +15.9% | +16.6% |
| 30D | -12.3% | -11.8% | -0.5% | -1.2% |
| 3M | -17.7% | -11.6% | -6.2% | -7.8% |
| 6M | -28.9% | -9.3% | -19.6% | -22.7% |
| YTD | -22.0% | +8.9% | -30.9% | -30.9% |
| 1Y | -36.8% | -2.2% | -34.6% | -37.2% |
| 3Y | +228.2% | +91.9% | +136.4% | +64.1% |
| 5Y | +91.9% | +136.0% | -44.1% | -33.4% |
| All | +91.9% | +137.3% | -45.3% | -33.4% |
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