+202.0%
IONQ vs TTMI
+377.8%
-175.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.9% | +16.5% | +19.8% |
| 7D | +8.6% | -19.8% | +28.4% | +21.9% |
| 30D | -21.1% | -48.1% | +27.0% | +7.6% |
| 3M | -17.9% | -51.2% | +33.3% | +14.0% |
| 6M | -37.9% | -59.6% | +21.7% | -5.9% |
| YTD | -27.3% | -3.6% | -23.7% | -39.4% |
| 1Y | -43.2% | -2.3% | -40.9% | -53.6% |
| 3Y | +191.0% | +369.4% | -178.4% | -25.4% |
| 5Y | +69.3% | +365.4% | -296.2% | -58.3% |
| All | +202.0% | +377.8% | -175.8% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling