+294.8%
IONQ vs TTD
-81.6%
+376.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +3.5% |
| 7D | +0.8% | +6.3% | -5.5% | -2.5% |
| 30D | -1.0% | -23.9% | +22.9% | +9.6% |
| 3M | -39.8% | -31.4% | -8.4% | -30.4% |
| 6M | +6.4% | -42.7% | +49.1% | +29.0% |
| YTD | -11.9% | -62.0% | +50.1% | +34.0% |
| 1Y | -6.2% | -72.2% | +66.1% | +68.6% |
| 3Y | +125.7% | -81.9% | +207.6% | +308.4% |
| All | +294.8% | -81.6% | +376.4% | +609.0% |
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 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