+265.9%
IONQ vs TTWO
+2.9%
+263.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +0.8% | -8.8% | +9.6% | +8.5% |
| 30D | -1.0% | -8.6% | +7.6% | +6.1% |
| 3M | -39.8% | -0.9% | -38.9% | -40.4% |
| 6M | +6.4% | -0.5% | +6.9% | +4.5% |
| YTD | -11.9% | -16.1% | +4.2% | +0.3% |
| 1Y | -6.2% | -10.8% | +4.6% | +0.7% |
| 3Y | +125.7% | +51.4% | +74.3% | +45.4% |
| 5Y | +296.0% | +33.7% | +262.3% | +171.6% |
| All | +265.9% | +2.9% | +263.0% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling