+253.8%
IONQ vs TLN
+630.2%
-376.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +7.1% | +16.3% | +19.0% |
| 7D | +8.6% | -1.3% | +9.9% | +10.0% |
| 30D | -21.1% | -10.5% | -10.6% | -15.3% |
| 3M | -17.9% | +0.1% | -18.0% | -18.6% |
| 6M | -37.9% | -17.4% | -20.5% | -31.5% |
| YTD | -27.3% | -9.7% | -17.6% | -27.0% |
| 1Y | -43.2% | -12.3% | -30.9% | -41.6% |
| 3Y | +191.0% | +528.3% | -337.3% | -17.1% |
| All | +253.8% | +630.2% | -376.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling