+265.9%
IONQ vs TXT
+65.1%
+200.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +0.8% | -4.8% | +5.6% | +5.0% |
| 30D | -1.0% | -10.6% | +9.6% | +8.7% |
| 3M | -39.8% | -13.2% | -26.6% | -32.8% |
| 6M | +6.4% | -20.3% | +26.8% | +28.0% |
| YTD | -11.9% | -9.3% | -2.7% | -7.0% |
| 1Y | -6.2% | -2.7% | -3.5% | -7.6% |
| 3Y | +125.7% | +1.4% | +124.3% | +111.1% |
| 5Y | +296.0% | +9.6% | +286.4% | +245.8% |
| All | +265.9% | +65.1% | +200.8% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling