-44.7%
IONQ vs TTWO
-18.4%
-26.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -6.3% |
| 7D | -8.9% | +7.0% | -15.9% | -13.2% |
| 30D | -31.3% | +2.7% | -33.9% | -32.4% |
| 3M | -29.2% | -13.0% | -16.2% | -22.4% |
| 6M | -35.4% | -7.2% | -28.2% | -34.3% |
| YTD | -34.2% | -18.4% | -15.8% | -34.6% |
| 1Y | -44.7% | -17.2% | -27.4% | -45.5% |
| All | -44.7% | -18.4% | -26.2% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling