+240.3%
IONQ vs TTWO
+3.3%
+237.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.3% |
| 7D | -7.0% | +0.4% | -7.4% | -7.4% |
| 30D | -18.7% | -11.3% | -7.4% | -10.6% |
| 3M | -36.6% | +1.6% | -38.2% | -38.7% |
| 6M | +7.2% | +2.1% | +5.2% | +2.9% |
| YTD | -18.1% | -15.8% | -2.3% | -7.2% |
| 1Y | -21.9% | -12.6% | -9.3% | -14.6% |
| 3Y | +86.7% | +48.2% | +38.5% | +22.7% |
| 5Y | +267.5% | +40.0% | +227.5% | +148.5% |
| All | +240.3% | +3.3% | +237.0% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling