+167.2%
IONQ vs TSN
+43.0%
+124.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.0% | -8.4% | -9.6% |
| 7D | +16.8% | -1.4% | +18.2% | +16.5% |
| 30D | -11.1% | +10.2% | -21.3% | -9.7% |
| 3M | -31.7% | +7.2% | -38.9% | -30.7% |
| 6M | -44.8% | -10.6% | -34.2% | -45.0% |
| YTD | -31.2% | +3.7% | -35.0% | -31.0% |
| 1Y | -39.1% | +13.5% | -52.6% | -38.9% |
| All | +167.2% | +43.0% | +124.2% | +89.5% |
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