+224.0%
IONQ vs TGT
+9.0%
+215.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | +16.7% | +5.5% | +11.2% | +13.7% |
| 30D | -12.3% | +6.0% | -18.3% | -15.1% |
| 3M | -17.7% | +8.0% | -25.7% | -21.3% |
| 6M | -28.9% | +32.3% | -61.3% | -40.1% |
| YTD | -22.0% | +71.3% | -93.3% | -42.8% |
| 1Y | -36.8% | +86.8% | -123.6% | -56.1% |
| 3Y | +228.2% | +67.9% | +160.4% | +113.5% |
| 5Y | +91.9% | -25.1% | +117.0% | +103.9% |
| All | +224.0% | +9.0% | +215.0% | +195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling