+144.7%
IONQ vs TXT
+78.1%
+66.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.6% | -8.9% | -9.2% |
| 7D | -16.7% | -2.5% | -14.1% | -15.0% |
| 30D | -38.9% | +12.8% | -51.8% | -45.5% |
| 3M | -33.8% | -3.6% | -30.2% | -32.7% |
| 6M | -44.9% | -6.9% | -38.0% | -42.5% |
| YTD | -41.1% | -2.2% | -38.9% | -42.5% |
| 1Y | -52.3% | +6.3% | -58.6% | -56.8% |
| 3Y | +128.2% | +10.3% | +118.0% | +96.8% |
| 5Y | +37.2% | +10.6% | +26.5% | +13.2% |
| All | +144.7% | +78.1% | +66.7% | +62.1% |
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