+265.9%
IONQ vs TTD
-82.1%
+348.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +3.3% |
| 7D | +0.8% | +6.3% | -5.5% | -2.2% |
| 30D | -1.0% | -23.9% | +22.9% | +8.7% |
| 3M | -39.8% | -31.4% | -8.4% | -31.2% |
| 6M | +6.4% | -42.7% | +49.1% | +27.1% |
| YTD | -11.9% | -62.0% | +50.1% | +29.4% |
| 1Y | -6.2% | -72.2% | +66.1% | +60.3% |
| 3Y | +125.7% | -81.9% | +207.6% | +296.8% |
| 5Y | +296.0% | -81.5% | +377.5% | +566.2% |
| All | +265.9% | -82.1% | +348.0% | +538.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling