+202.0%
IONQ vs TTD
-84.0%
+286.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +23.0% |
| 7D | +8.6% | +5.2% | +3.4% | +6.2% |
| 30D | -21.1% | +6.9% | -28.0% | -23.4% |
| 3M | -17.9% | -26.8% | +8.9% | -8.5% |
| 6M | -37.9% | -46.1% | +8.2% | -22.2% |
| YTD | -27.3% | -65.9% | +38.6% | +11.9% |
| 1Y | -43.2% | -71.8% | +28.6% | -3.8% |
| 3Y | +191.0% | -83.3% | +274.3% | +425.4% |
| 5Y | +69.3% | -81.1% | +150.4% | +193.3% |
| All | +202.0% | -84.0% | +286.0% | +452.9% |
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