+253.1%
IONQ vs TXG
-52.5%
+305.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.3% | -6.9% |
| 7D | +1.3% | +9.1% | -7.8% | -2.7% |
| 30D | -10.3% | +14.9% | -25.2% | -16.2% |
| 3M | -32.7% | +120.0% | -152.7% | -54.5% |
| 6M | +6.3% | +221.8% | -215.5% | -41.0% |
| YTD | -15.0% | +312.6% | -327.6% | -58.0% |
| 1Y | -13.3% | +398.4% | -411.8% | -62.5% |
| 3Y | +97.2% | +42.1% | +55.1% | +40.5% |
| 5Y | +278.7% | -63.5% | +342.2% | +311.8% |
| All | +253.1% | -52.5% | +305.6% | +252.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling