-44.7%
IONQ vs TXG
+406.9%
-451.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -2.7% |
| 7D | -8.9% | -19.3% | +10.3% | -2.0% |
| 30D | -31.3% | -30.9% | -0.3% | -22.9% |
| 3M | -29.2% | +41.1% | -70.3% | -40.1% |
| 6M | -35.4% | +211.9% | -247.3% | -61.5% |
| YTD | -34.2% | +314.0% | -348.1% | -64.2% |
| 1Y | -44.7% | +405.4% | -450.1% | -70.4% |
| All | -44.7% | +406.9% | -451.6% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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