+167.4%
IONQ vs TXN
+117.2%
+50.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -4.1% |
| 7D | -11.5% | +9.5% | -20.9% | -17.8% |
| 30D | -8.1% | +8.7% | -16.8% | -14.1% |
| 3M | -35.8% | +11.6% | -47.4% | -41.3% |
| 6M | -47.7% | +0.1% | -47.8% | -48.1% |
| YTD | -35.6% | +78.8% | -114.4% | -63.7% |
| 1Y | -36.4% | +91.2% | -127.6% | -66.4% |
| 3Y | +150.0% | +125.8% | +24.2% | -1.8% |
| 5Y | +43.3% | +83.8% | -40.5% | -27.5% |
| All | +167.4% | +117.2% | +50.2% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 10y: compounded portfolio wealth divided by compounded TXN 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…
10y analysis · Full analysis span regression · 6 months rolling