+295.2%
IONQ vs TGT
-20.8%
+316.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.4% |
| 30D | -1.0% | +12.2% | -13.2% | -7.1% |
| 3M | -39.8% | +33.8% | -73.6% | -49.3% |
| 6M | +6.4% | +39.3% | -32.9% | -12.7% |
| YTD | -11.9% | +72.9% | -84.8% | -36.2% |
| 1Y | -6.2% | +84.6% | -90.7% | -35.3% |
| 3Y | +125.7% | +46.2% | +79.5% | +58.9% |
| All | +295.2% | -20.8% | +316.0% | +318.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling