+167.4%
IONQ vs TXT
+74.8%
+92.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.8% |
| 7D | -11.5% | +0.1% | -11.6% | -11.3% |
| 30D | -8.1% | +13.3% | -21.4% | -18.3% |
| 3M | -35.8% | -5.0% | -30.8% | -34.2% |
| 6M | -47.7% | -8.4% | -39.3% | -44.9% |
| YTD | -35.6% | -4.0% | -31.7% | -36.2% |
| 1Y | -36.4% | +2.8% | -39.2% | -40.8% |
| 3Y | +150.0% | +10.3% | +139.8% | +115.4% |
| 5Y | +43.3% | +9.2% | +34.2% | +19.7% |
| All | +167.4% | +74.8% | +92.7% | +79.6% |
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