+304.7%
IONQ vs TXN
+58.3%
+246.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.2% |
| 7D | +7.1% | +2.2% | +4.9% | +5.1% |
| 30D | -8.9% | -9.5% | +0.6% | -0.5% |
| 3M | -35.6% | -10.5% | -25.0% | -29.5% |
| 6M | +13.3% | +35.4% | -22.1% | -17.8% |
| YTD | -9.8% | +51.8% | -61.6% | -43.1% |
| 1Y | -1.3% | +42.9% | -44.3% | -34.4% |
| 3Y | +109.3% | +71.3% | +37.9% | -0.5% |
| 5Y | +304.7% | +58.0% | +246.7% | +115.2% |
| All | +304.7% | +58.3% | +246.4% | +115.2% |
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