-36.4%
IONQ vs TSCO
-33.2%
-3.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.4% |
| 7D | -11.5% | +0.3% | -11.7% | -11.5% |
| 30D | -8.1% | +11.3% | -19.4% | -8.7% |
| 3M | -35.8% | +1.5% | -37.3% | -35.6% |
| 6M | -47.7% | +24.0% | -71.7% | -48.4% |
| YTD | -35.6% | -25.7% | -10.0% | -33.5% |
| 1Y | -36.4% | -33.6% | -2.8% | -33.0% |
| All | -36.4% | -33.2% | -3.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling