-36.4%
IONQ vs TXN
+90.9%
-127.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -4.9% |
| 7D | -11.5% | +9.5% | -20.9% | -15.6% |
| 30D | -8.1% | +8.7% | -16.8% | -11.5% |
| 3M | -35.8% | +11.6% | -47.4% | -38.8% |
| 6M | -47.7% | +0.1% | -47.8% | -48.0% |
| YTD | -35.6% | +78.8% | -114.4% | -50.3% |
| 1Y | -36.4% | +91.2% | -127.6% | -51.8% |
| All | -36.4% | +90.9% | -127.3% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling