+109.3%
IONQ vs TXG
+31.6%
+77.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +0.7% |
| 7D | +7.1% | +9.4% | -2.2% | +3.7% |
| 30D | -8.9% | +26.1% | -35.0% | -17.0% |
| 3M | -35.6% | +124.8% | -160.4% | -53.3% |
| 6M | +13.3% | +215.2% | -202.0% | -28.7% |
| YTD | -9.8% | +302.2% | -312.0% | -48.0% |
| 1Y | -1.3% | +370.9% | -372.2% | -47.8% |
| 3Y | +109.3% | +38.5% | +70.7% | +93.5% |
| All | +109.3% | +31.6% | +77.6% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling