+93.8%
IONQ vs TJX
+42.8%
+51.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -4.9% |
| 7D | +1.3% | -4.0% | +5.3% | +2.9% |
| 30D | -10.3% | -20.3% | +10.0% | -2.2% |
| 3M | -32.7% | -23.3% | -9.5% | -25.4% |
| 6M | +6.3% | -19.7% | +26.1% | +14.3% |
| YTD | -15.0% | -17.1% | +2.1% | -10.9% |
| 1Y | -13.3% | -8.8% | -4.5% | -17.4% |
| All | +93.8% | +42.8% | +51.0% | +21.6% |
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