-1.3%
IONQ vs TSEM
+241.4%
-242.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | +7.1% | +10.4% | -3.3% | +2.9% |
| 30D | -8.9% | -12.9% | +4.0% | -4.1% |
| 3M | -35.6% | -9.2% | -26.4% | -34.2% |
| 6M | +13.3% | +98.8% | -85.5% | -2.1% |
| YTD | -9.8% | +87.2% | -97.0% | -20.9% |
| 1Y | -1.3% | +239.0% | -240.3% | -9.7% |
| All | -1.3% | +241.4% | -242.7% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling