+56.9%
IONQ vs TXN
+76.7%
-19.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.6% | +1.7% | +2.6% |
| 7D | +25.5% | -2.1% | +27.5% | +28.0% |
| 30D | -11.4% | +4.7% | -16.1% | -14.6% |
| 3M | -20.5% | +3.9% | -24.3% | -23.0% |
| 6M | -28.2% | +3.8% | -32.0% | -30.8% |
| YTD | -21.2% | +74.2% | -95.4% | -56.4% |
| 1Y | -40.4% | +88.2% | -128.6% | -69.6% |
| 3Y | +214.7% | +124.0% | +90.7% | +6.7% |
| 5Y | +56.9% | +78.4% | -21.5% | -17.9% |
| All | +56.9% | +76.7% | -19.8% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling