+202.0%
IONQ vs TXT
+74.5%
+127.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +25.0% |
| 7D | +8.6% | -2.5% | +11.1% | +10.3% |
| 30D | -21.1% | +14.4% | -35.5% | -30.7% |
| 3M | -17.9% | -4.9% | -12.9% | -15.9% |
| 6M | -37.9% | -10.2% | -27.7% | -33.6% |
| YTD | -27.3% | -4.1% | -23.2% | -28.1% |
| 1Y | -43.2% | +4.0% | -47.2% | -47.8% |
| 3Y | +191.0% | +8.0% | +183.0% | +154.4% |
| 5Y | +69.3% | +8.4% | +60.8% | +41.4% |
| All | +202.0% | +74.5% | +127.5% | +102.6% |
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