+52.8%
IONQ vs TLT
-34.6%
+87.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.7% |
| 3M | -17.9% | -0.3% | -17.5% | -17.8% |
| 6M | -37.9% | -3.4% | -34.6% | -37.3% |
| YTD | -27.3% | -3.1% | -24.2% | -26.5% |
| 1Y | -43.2% | -5.2% | -38.0% | -42.2% |
| 3Y | +191.0% | +6.5% | +184.5% | +182.7% |
| All | +52.8% | -34.6% | +87.4% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling