-8.0%
IONQ vs TXG
+373.6%
-381.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +0.9% |
| 7D | +7.1% | +9.4% | -2.2% | +4.0% |
| 30D | -8.9% | +26.1% | -35.0% | -16.0% |
| 3M | -35.6% | +124.8% | -160.4% | -51.5% |
| 6M | +13.3% | +215.2% | -202.0% | -25.0% |
| YTD | -9.8% | +302.2% | -312.0% | -43.3% |
| All | -8.0% | +373.6% | -381.7% | -40.0% |
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