+228.2%
IONQ vs TLN
+567.0%
-338.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +16.7% | +1.1% | +15.6% | +16.3% |
| 30D | -12.3% | -4.6% | -7.7% | -9.4% |
| 3M | -17.7% | +5.2% | -23.0% | -21.0% |
| 6M | -28.9% | -6.5% | -22.4% | -27.4% |
| YTD | -22.0% | -3.6% | -18.4% | -24.6% |
| 1Y | -36.8% | -8.2% | -28.6% | -36.6% |
| 3Y | +228.2% | +559.7% | -331.5% | +24.6% |
| All | +228.2% | +567.0% | -338.8% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling