+240.3%
IONQ vs TJX
+100.5%
+139.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -7.0% | -4.6% | -2.4% | -3.8% |
| 30D | -18.7% | -17.2% | -1.5% | -6.9% |
| 3M | -36.6% | -24.9% | -11.7% | -22.6% |
| 6M | +7.2% | -19.7% | +26.9% | +22.6% |
| YTD | -18.1% | -17.2% | -0.9% | -9.3% |
| 1Y | -21.9% | -9.4% | -12.5% | -21.5% |
| 3Y | +86.7% | +43.1% | +43.7% | +22.5% |
| 5Y | +267.5% | +96.7% | +170.8% | +81.0% |
| All | +240.3% | +100.5% | +139.7% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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