+52.8%
IONQ vs TTD
-84.7%
+137.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +22.9% |
| 7D | +8.6% | +5.2% | +3.4% | +5.9% |
| 30D | -21.1% | +6.9% | -28.0% | -23.7% |
| 3M | -17.9% | -26.8% | +8.9% | -7.5% |
| 6M | -37.9% | -46.1% | +8.2% | -20.3% |
| YTD | -27.3% | -65.9% | +38.6% | +17.6% |
| 1Y | -43.2% | -71.8% | +28.6% | +2.4% |
| 3Y | +191.0% | -83.3% | +274.3% | +442.9% |
| All | +52.8% | -84.7% | +137.4% | +235.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling