+283.3%
IONQ vs TLN
+683.0%
-399.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.2% | +1.1% | +3.8% |
| 7D | +25.5% | +9.1% | +16.4% | +19.4% |
| 30D | -11.4% | -4.1% | -7.3% | -8.8% |
| 3M | -20.5% | +4.4% | -24.9% | -23.3% |
| 6M | -28.2% | -6.0% | -22.2% | -27.0% |
| YTD | -21.2% | -3.1% | -18.1% | -24.2% |
| 1Y | -40.4% | -6.1% | -34.3% | -41.2% |
| 3Y | +214.7% | +575.3% | -360.6% | -14.4% |
| All | +283.3% | +683.0% | -399.7% | -35.9% |
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