+191.0%
IONQ vs TSN
+42.3%
+148.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +23.3% |
| 7D | +8.6% | +4.6% | +4.0% | +9.6% |
| 30D | -21.1% | +15.4% | -36.5% | -19.0% |
| 3M | -17.9% | +2.9% | -20.8% | -17.0% |
| 6M | -37.9% | -10.8% | -27.2% | -38.3% |
| YTD | -27.3% | +4.5% | -31.8% | -26.8% |
| 1Y | -43.2% | +19.5% | -62.7% | -42.4% |
| 3Y | +191.0% | +42.2% | +148.8% | +144.4% |
| All | +191.0% | +42.3% | +148.7% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 3y: compounded portfolio wealth divided by compounded TSN 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…
3y analysis · Full analysis span regression · 6 months rolling