+227.2%
IONQ vs TXT
+78.4%
+148.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +6.6% |
| 7D | +25.5% | -3.5% | +29.0% | +28.9% |
| 30D | -11.4% | +15.2% | -26.6% | -22.5% |
| 3M | -20.5% | -4.5% | -16.0% | -18.8% |
| 6M | -28.2% | -6.1% | -22.1% | -25.9% |
| YTD | -21.2% | -2.0% | -19.3% | -23.4% |
| 1Y | -40.4% | +4.2% | -44.6% | -45.1% |
| 3Y | +214.7% | +14.4% | +200.3% | +162.4% |
| 5Y | +56.9% | +12.3% | +44.5% | +28.5% |
| All | +227.2% | +78.4% | +148.8% | +115.9% |
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