-40.1%
IONQ vs TXG
+191.9%
-232.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.2% |
| 7D | +15.3% | -8.1% | +23.4% | +18.8% |
| 30D | -6.1% | -17.5% | +11.4% | -0.6% |
| 3M | -21.6% | +6.1% | -27.7% | -24.7% |
| 6M | -40.1% | +202.7% | -242.8% | -57.2% |
| All | -40.1% | +191.9% | -232.1% | -57.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling