+227.2%
IONQ vs TTMI
+441.2%
-213.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +13.3% | -4.9% | +1.3% |
| 7D | +25.5% | -1.6% | +27.1% | +26.3% |
| 30D | -11.4% | -37.7% | +26.3% | +9.6% |
| 3M | -20.5% | -45.1% | +24.6% | +3.5% |
| 6M | -28.2% | -52.1% | +23.9% | -0.9% |
| YTD | -21.2% | +9.2% | -30.4% | -38.6% |
| 1Y | -40.4% | +12.9% | -53.3% | -55.0% |
| 3Y | +214.7% | +445.5% | -230.8% | -25.9% |
| 5Y | +56.9% | +427.9% | -371.0% | -63.9% |
| All | +227.2% | +441.2% | -213.9% | -25.8% |
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