+253.1%
IONQ vs TJX
+100.7%
+152.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -4.2% |
| 7D | +1.3% | -4.0% | +5.3% | +4.3% |
| 30D | -10.3% | -20.3% | +10.0% | +5.5% |
| 3M | -32.7% | -23.3% | -9.5% | -19.2% |
| 6M | +6.3% | -19.7% | +26.1% | +21.7% |
| YTD | -15.0% | -17.1% | +2.1% | -5.9% |
| 1Y | -13.3% | -8.8% | -4.5% | -13.4% |
| 3Y | +97.2% | +43.4% | +53.8% | +29.1% |
| 5Y | +278.7% | +95.2% | +183.5% | +86.5% |
| All | +253.1% | +100.7% | +152.4% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling