-1.8%
TSM vs IONQ
-20.8%
+19.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +6.9% | +5.0% |
| 7D | +4.4% | +15.3% | -10.9% | -0.3% |
| 30D | -7.0% | -6.1% | -0.9% | -6.9% |
| 3M | -1.8% | -21.6% | +19.8% | +1.8% |
| All | -1.8% | -20.8% | +19.0% | +1.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling