+328.6%
IONQ vs TLN
+583.6%
-254.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | -1.1% |
| 7D | +0.8% | +7.1% | -6.2% | -3.4% |
| 30D | -1.0% | -3.9% | +2.9% | +1.4% |
| 3M | -39.8% | -16.2% | -23.7% | -33.8% |
| 6M | +6.4% | -5.8% | +12.3% | +8.6% |
| YTD | -11.9% | -15.4% | +3.5% | -7.1% |
| 1Y | -6.2% | -16.7% | +10.5% | +0.7% |
| 3Y | +125.7% | +473.8% | -348.1% | -28.5% |
| All | +328.6% | +583.6% | -254.9% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling