+76.9%
IONQ vs TXT
+14.6%
+62.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -1.8% |
| 7D | +15.3% | -0.8% | +16.1% | +16.0% |
| 30D | -6.1% | +13.4% | -19.5% | -17.7% |
| 3M | -21.6% | -2.5% | -19.0% | -21.3% |
| 6M | -40.1% | -6.2% | -33.9% | -38.0% |
| YTD | -24.1% | -1.3% | -22.7% | -27.2% |
| 1Y | -37.4% | +4.3% | -41.7% | -43.4% |
| 3Y | +219.5% | +13.2% | +206.3% | +156.6% |
| 5Y | +76.9% | +12.4% | +64.6% | +41.0% |
| All | +76.9% | +14.6% | +62.4% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling