+294.8%
IONQ vs TSN
-22.4%
+317.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | +0.8% | -6.3% | +7.1% | +1.5% |
| 30D | -1.0% | -10.8% | +9.8% | +0.2% |
| 3M | -39.8% | -8.8% | -31.1% | -39.4% |
| 6M | +6.4% | -16.8% | +23.3% | +8.0% |
| YTD | -11.9% | -10.0% | -1.9% | -12.1% |
| 1Y | -6.2% | -5.3% | -0.9% | -7.6% |
| 3Y | +125.7% | +8.5% | +117.2% | +105.5% |
| All | +294.8% | -22.4% | +317.2% | +360.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling