+93.8%
IONQ vs TTWO
+47.8%
+46.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.7% | -5.0% |
| 7D | +1.3% | -2.3% | +3.6% | +3.1% |
| 30D | -10.3% | -16.7% | +6.4% | +2.4% |
| 3M | -32.7% | -0.4% | -32.3% | -33.7% |
| 6M | +6.3% | -1.6% | +8.0% | +5.0% |
| YTD | -15.0% | -17.5% | +2.5% | -4.6% |
| 1Y | -13.3% | -14.8% | +1.5% | -5.2% |
| All | +93.8% | +47.8% | +46.0% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling