+253.1%
IONQ vs TGT
+5.4%
+247.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -4.1% |
| 7D | +1.3% | -3.6% | +4.9% | +3.3% |
| 30D | -10.3% | +4.4% | -14.7% | -12.5% |
| 3M | -32.7% | +25.4% | -58.1% | -41.1% |
| 6M | +6.3% | +33.4% | -27.0% | -10.2% |
| YTD | -15.0% | +65.6% | -80.6% | -36.4% |
| 1Y | -13.3% | +80.3% | -93.6% | -38.8% |
| 3Y | +97.2% | +42.1% | +55.1% | +43.3% |
| 5Y | +278.7% | -25.0% | +303.8% | +298.6% |
| All | +253.1% | +5.4% | +247.8% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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