+202.0%
IONQ vs TLT
-36.7%
+238.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.4% |
| 7D | +8.6% | +0.1% | +8.5% | +8.5% |
| 30D | -21.1% | +6.2% | -27.3% | -22.8% |
| 3M | -17.9% | +0.1% | -17.9% | -17.9% |
| 6M | -37.9% | -3.0% | -35.0% | -37.3% |
| YTD | -27.3% | -2.7% | -24.6% | -26.6% |
| 1Y | -43.2% | -4.8% | -38.4% | -42.2% |
| 3Y | +191.0% | +6.9% | +184.1% | +181.5% |
| 5Y | +69.3% | -34.5% | +103.7% | +71.6% |
| All | +202.0% | -36.7% | +238.8% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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