+294.8%
IONQ vs TSEM
+657.0%
-362.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.6% | -3.1% |
| 7D | +0.8% | +6.9% | -6.1% | -3.1% |
| 30D | -1.0% | +5.3% | -6.3% | -4.3% |
| 3M | -39.8% | -14.9% | -24.9% | -36.1% |
| 6M | +6.4% | +80.0% | -73.6% | -30.8% |
| YTD | -11.9% | +89.4% | -101.3% | -46.3% |
| 1Y | -6.2% | +253.1% | -259.2% | -64.3% |
| 3Y | +125.7% | +642.1% | -516.4% | -48.7% |
| All | +294.8% | +657.0% | -362.2% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling