+194.9%
IONQ vs TTD
-75.1%
+270.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -3.7% |
| 7D | +15.3% | +20.8% | -5.5% | +9.0% |
| 30D | -6.1% | +33.8% | -39.9% | -13.8% |
| 3M | -21.6% | +17.8% | -39.4% | -25.9% |
| 6M | -40.1% | -25.7% | -14.4% | -36.8% |
| YTD | -24.1% | -57.9% | +33.8% | -2.7% |
| 1Y | -37.4% | -63.8% | +26.4% | -14.8% |
| All | +194.9% | -75.1% | +270.0% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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