+79.6%
TSM vs IONQ
-3.8%
+83.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +2.0% |
| 7D | +6.0% | +7.1% | -1.1% | +4.9% |
| 30D | +4.5% | -8.9% | +13.4% | +5.8% |
| 3M | +3.1% | -35.6% | +38.7% | +8.3% |
| 6M | +30.2% | +13.3% | +16.9% | +26.8% |
| YTD | +45.2% | -9.8% | +55.0% | +44.0% |
| 1Y | +79.6% | -1.3% | +80.9% | +86.0% |
| All | +79.6% | -3.8% | +83.4% | +86.0% |
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