+215.4%
IONQ vs TXT
+79.5%
+135.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -1.9% |
| 7D | +15.3% | -0.8% | +16.1% | +15.9% |
| 30D | -6.1% | +13.4% | -19.5% | -16.5% |
| 3M | -21.6% | -2.5% | -19.0% | -21.3% |
| 6M | -40.1% | -6.2% | -33.9% | -38.2% |
| YTD | -24.1% | -1.3% | -22.7% | -26.5% |
| 1Y | -37.4% | +4.3% | -41.7% | -42.4% |
| 3Y | +219.5% | +13.2% | +206.3% | +169.1% |
| 5Y | +76.9% | +12.4% | +64.6% | +44.3% |
| All | +215.4% | +79.5% | +135.8% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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