+227.2%
IONQ vs TSEM
+492.8%
-265.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.9% | -2.5% | +2.4% |
| 7D | +25.5% | -2.0% | +27.4% | +27.0% |
| 30D | -11.4% | -33.4% | +22.0% | +9.5% |
| 3M | -20.5% | -39.7% | +19.2% | +1.9% |
| 6M | -28.2% | -27.8% | -0.4% | -20.2% |
| YTD | -21.2% | +29.7% | -50.9% | -40.9% |
| 1Y | -40.4% | +81.1% | -121.5% | -64.8% |
| 3Y | +214.7% | +529.3% | -314.6% | -13.9% |
| 5Y | +56.9% | +315.0% | -258.1% | -44.5% |
| All | +227.2% | +492.8% | -265.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling