+322.0%
TSM vs IONQ
+176.2%
+145.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +23.4% | -17.1% | +2.7% |
| 7D | -7.6% | +8.6% | -16.1% | -8.9% |
| 30D | -20.5% | -21.1% | +0.6% | -18.1% |
| 3M | -10.0% | -17.9% | +7.9% | -8.2% |
| 6M | -10.1% | -37.9% | +27.9% | -5.5% |
| YTD | +24.5% | -27.3% | +51.8% | +25.8% |
| 1Y | +31.2% | -43.2% | +74.4% | +35.9% |
| 3Y | +322.0% | +191.0% | +131.0% | +201.0% |
| All | +322.0% | +176.2% | +145.8% | +201.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling