+150.0%
IONQ vs TJX
+53.4%
+96.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.1% |
| 7D | -11.5% | -0.3% | -11.1% | -11.3% |
| 30D | -8.1% | -5.6% | -2.5% | -6.8% |
| 3M | -35.8% | -12.3% | -23.5% | -33.6% |
| 6M | -47.7% | -7.7% | -40.0% | -48.1% |
| YTD | -35.6% | -11.4% | -24.2% | -35.0% |
| 1Y | -36.4% | -7.0% | -29.3% | -38.3% |
| 3Y | +150.0% | +53.3% | +96.8% | +63.8% |
| All | +150.0% | +53.4% | +96.7% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling