+108.3%
IONQ vs TXT
+1.6%
+106.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +0.8% | -4.8% | +5.6% | +4.8% |
| 30D | -1.0% | -10.6% | +9.6% | +8.3% |
| 3M | -39.8% | -13.2% | -26.6% | -33.1% |
| 6M | +6.4% | -20.3% | +26.8% | +27.3% |
| YTD | -11.9% | -9.3% | -2.7% | -7.6% |
| 1Y | -6.2% | -2.7% | -3.5% | -8.6% |
| All | +108.3% | +1.6% | +106.7% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling