+265.9%
IONQ vs TXG
-55.8%
+321.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +0.8% | +1.8% | -1.0% | 0.0% |
| 30D | -1.0% | +32.0% | -33.0% | -13.7% |
| 3M | -39.8% | +87.0% | -126.8% | -56.3% |
| 6M | +6.4% | +180.1% | -173.6% | -37.0% |
| YTD | -11.9% | +284.1% | -296.0% | -55.0% |
| 1Y | -6.2% | +361.7% | -367.8% | -58.0% |
| 3Y | +125.7% | +15.9% | +109.8% | +77.9% |
| 5Y | +296.0% | -66.2% | +362.2% | +345.5% |
| All | +265.9% | -55.8% | +321.7% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling