+215.4%
IONQ vs TXN
+121.7%
+93.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.7% | -5.2% |
| 7D | +15.3% | -0.5% | +15.8% | +15.8% |
| 30D | -6.1% | +10.5% | -16.6% | -13.4% |
| 3M | -21.6% | +10.7% | -32.3% | -27.9% |
| 6M | -40.1% | +5.1% | -45.2% | -43.0% |
| YTD | -24.1% | +82.5% | -106.6% | -57.9% |
| 1Y | -37.4% | +98.2% | -135.6% | -68.0% |
| 3Y | +219.5% | +128.4% | +91.1% | +24.6% |
| 5Y | +76.9% | +89.0% | -12.1% | -12.4% |
| All | +215.4% | +121.7% | +93.7% | +38.8% |
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