+36.0%
TSM vs IONQ
-47.0%
+83.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -10.0% | -8.9% | -1.0% | -8.6% |
| 30D | -18.5% | -31.3% | +12.7% | -13.7% |
| 3M | -4.9% | -29.2% | +24.3% | -0.2% |
| 6M | -1.0% | -35.4% | +34.5% | +5.1% |
| YTD | +31.3% | -34.2% | +65.4% | +36.1% |
| 1Y | +36.0% | -44.7% | +80.7% | +42.5% |
| All | +36.0% | -47.0% | +83.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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