-36.8%
IONQ vs TXT
+5.9%
-42.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.5% |
| 7D | +16.7% | -1.1% | +17.7% | +17.1% |
| 30D | -12.3% | +17.1% | -29.4% | -18.0% |
| 3M | -17.7% | -2.6% | -15.1% | -15.8% |
| 6M | -28.9% | -4.6% | -24.4% | -26.4% |
| YTD | -22.0% | -0.3% | -21.7% | -23.9% |
| 1Y | -36.8% | +5.9% | -42.7% | -43.6% |
| All | -36.8% | +5.9% | -42.7% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling