+304.7%
IONQ vs TXG
-65.4%
+370.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +0.2% |
| 7D | +7.1% | +9.4% | -2.2% | +2.6% |
| 30D | -8.9% | +26.1% | -35.0% | -19.5% |
| 3M | -35.6% | +124.8% | -160.4% | -58.1% |
| 6M | +13.3% | +215.2% | -202.0% | -38.8% |
| YTD | -9.8% | +302.2% | -312.0% | -56.9% |
| 1Y | -1.3% | +370.9% | -372.2% | -58.6% |
| 3Y | +109.3% | +38.5% | +70.7% | +50.6% |
| 5Y | +304.7% | -64.4% | +369.1% | +446.4% |
| All | +304.7% | -65.4% | +370.1% | +446.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling