+45.7%
IONQ vs TJX
+108.4%
-62.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.5% |
| 7D | -11.5% | -0.3% | -11.1% | -11.1% |
| 30D | -8.1% | -5.6% | -2.5% | -4.6% |
| 3M | -35.8% | -12.3% | -23.5% | -29.6% |
| 6M | -47.7% | -7.7% | -40.0% | -46.9% |
| YTD | -35.6% | -11.4% | -24.2% | -32.9% |
| 1Y | -36.4% | -7.0% | -29.3% | -37.4% |
| 3Y | +150.0% | +53.3% | +96.8% | +37.0% |
| All | +45.7% | +108.4% | -62.7% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling