+319.7%
TSM vs IONQ
+255.2%
+64.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.7% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | +3.6% | -1.0% | +4.6% | +3.5% |
| 3M | -3.4% | -39.8% | +36.4% | +2.5% |
| 6M | +20.6% | +6.4% | +14.2% | +17.6% |
| YTD | +41.9% | -11.9% | +53.8% | +40.2% |
| 1Y | +84.4% | -6.2% | +90.5% | +77.6% |
| 3Y | +380.2% | +125.7% | +254.5% | +267.8% |
| 5Y | +275.3% | +296.0% | -20.7% | +121.9% |
| All | +319.7% | +255.2% | +64.5% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling