+167.4%
IONQ vs TLT
-38.4%
+205.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.3% |
| 7D | -11.5% | -3.1% | -8.4% | -10.5% |
| 30D | -8.1% | +1.0% | -9.1% | -8.4% |
| 3M | -35.8% | -2.7% | -33.1% | -35.2% |
| 6M | -47.7% | -4.1% | -43.6% | -46.9% |
| YTD | -35.6% | -5.4% | -30.3% | -34.3% |
| 1Y | -36.4% | -7.0% | -29.4% | -34.8% |
| 3Y | +150.0% | +2.8% | +147.2% | +145.1% |
| 5Y | +43.3% | -35.4% | +78.7% | +44.5% |
| All | +167.4% | -38.4% | +205.8% | +156.8% |
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