-37.4%
IONQ vs TXN
+97.3%
-134.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.7% | -4.3% |
| 7D | +15.3% | -0.5% | +15.8% | +15.7% |
| 30D | -6.1% | +10.5% | -16.6% | -10.3% |
| 3M | -21.6% | +10.7% | -32.3% | -25.2% |
| 6M | -40.1% | +5.1% | -45.2% | -41.4% |
| YTD | -24.1% | +82.5% | -106.6% | -41.8% |
| 1Y | -37.4% | +98.2% | -135.6% | -53.0% |
| All | -37.4% | +97.3% | -134.7% | -53.0% |
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