+253.1%
IONQ vs TXN
+86.3%
+166.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -6.6% |
| 7D | +1.3% | +2.7% | -1.3% | -0.9% |
| 30D | -10.3% | -6.7% | -3.6% | -4.8% |
| 3M | -32.7% | -8.9% | -23.8% | -27.8% |
| 6M | +6.3% | +34.7% | -28.4% | -21.1% |
| YTD | -15.0% | +53.3% | -68.3% | -45.5% |
| 1Y | -13.3% | +45.0% | -58.4% | -41.8% |
| 3Y | +97.2% | +73.1% | +24.1% | +0.6% |
| 5Y | +278.7% | +59.9% | +218.8% | +116.2% |
| All | +253.1% | +86.3% | +166.9% | +79.9% |
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