+185.7%
IONQ vs TTMI
+448.0%
-262.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.1% | -6.3% | -7.8% |
| 7D | +16.8% | +22.6% | -5.8% | +4.8% |
| 30D | -11.1% | -34.3% | +23.2% | +6.5% |
| 3M | -31.7% | -44.8% | +13.0% | -11.7% |
| 6M | -44.8% | -53.3% | +8.5% | -23.1% |
| YTD | -31.2% | +10.6% | -41.8% | -46.9% |
| 1Y | -39.1% | +8.2% | -47.3% | -52.6% |
| 3Y | +189.5% | +435.7% | -246.2% | -31.0% |
| 5Y | +53.2% | +434.2% | -381.0% | -65.1% |
| All | +185.7% | +448.0% | -262.2% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling