+202.0%
IONQ vs TSEM
+434.6%
-232.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.8% | +18.6% | +20.8% |
| 7D | +8.6% | -17.5% | +26.1% | +20.7% |
| 30D | -21.1% | -44.7% | +23.6% | +7.7% |
| 3M | -17.9% | -38.9% | +21.0% | +4.6% |
| 6M | -37.9% | -36.7% | -1.3% | -25.8% |
| YTD | -27.3% | +17.0% | -44.3% | -42.3% |
| 1Y | -43.2% | +62.8% | -106.0% | -64.5% |
| 3Y | +191.0% | +471.3% | -280.3% | -16.1% |
| 5Y | +69.3% | +290.3% | -221.0% | -37.8% |
| All | +202.0% | +434.6% | -232.6% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling