+150.0%
IONQ vs TGT
+66.9%
+83.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.8% | -6.5% |
| 7D | -11.5% | +2.6% | -14.1% | -12.1% |
| 30D | -8.1% | +4.7% | -12.8% | -9.5% |
| 3M | -35.8% | +4.6% | -40.3% | -36.9% |
| 6M | -47.7% | +34.9% | -82.6% | -53.5% |
| YTD | -35.6% | +70.9% | -106.5% | -47.6% |
| 1Y | -36.4% | +84.4% | -120.7% | -50.0% |
| 3Y | +150.0% | +69.1% | +80.9% | +90.1% |
| All | +150.0% | +66.9% | +83.1% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling