+289.0%
TSM vs IONQ
+214.5%
+74.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | -2.1% | +16.7% | -18.7% | -4.3% |
| 30D | -12.5% | -12.3% | -0.3% | -11.4% |
| 3M | -5.0% | -17.7% | +12.7% | -3.2% |
| 6M | -3.2% | -28.9% | +25.7% | -0.4% |
| YTD | +31.5% | -22.0% | +53.5% | +31.3% |
| 1Y | +35.7% | -36.8% | +72.5% | +38.2% |
| 3Y | +323.5% | +228.2% | +95.3% | +211.5% |
| 5Y | +263.4% | +91.9% | +171.4% | +142.1% |
| All | +289.0% | +214.5% | +74.5% | +130.9% |
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