+265.9%
IONQ vs TT
+233.6%
+32.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.8% |
| 7D | +0.8% | -0.2% | +1.1% | +1.1% |
| 30D | -1.0% | -7.4% | +6.4% | +5.8% |
| 3M | -39.8% | -3.2% | -36.6% | -38.6% |
| 6M | +6.4% | +1.1% | +5.3% | +4.4% |
| YTD | -11.9% | +15.6% | -27.5% | -24.4% |
| 1Y | -6.2% | +9.2% | -15.3% | -15.4% |
| 3Y | +125.7% | +124.4% | +1.3% | +11.6% |
| 5Y | +296.0% | +138.0% | +158.0% | +59.9% |
| All | +265.9% | +233.6% | +32.4% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling