-41.1%
IONQ vs TSEM
+57.9%
-98.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.8% | +18.6% | +21.3% |
| 7D | +8.6% | -17.5% | +26.1% | +18.1% |
| 30D | -21.1% | -44.7% | +23.6% | +0.8% |
| 3M | -17.9% | -38.9% | +21.0% | -0.2% |
| 6M | -37.9% | -36.7% | -1.3% | -26.2% |
| YTD | -27.3% | +17.0% | -44.3% | -28.8% |
| All | -41.1% | +57.9% | -98.9% | -48.8% |
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