+167.4%
IONQ vs TTWO
+9.2%
+158.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.7% |
| 7D | -11.5% | +6.0% | -17.5% | -16.2% |
| 30D | -8.1% | +13.2% | -21.3% | -17.9% |
| 3M | -35.8% | -5.8% | -30.0% | -33.8% |
| 6M | -47.7% | +0.4% | -48.1% | -49.9% |
| YTD | -35.6% | -11.0% | -24.6% | -31.4% |
| 1Y | -36.4% | -4.1% | -32.3% | -36.2% |
| 3Y | +150.0% | +51.8% | +98.3% | +58.5% |
| 5Y | +43.3% | +21.3% | +22.0% | -4.6% |
| All | +167.4% | +9.2% | +158.2% | +77.9% |
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