+56.9%
IONQ vs TLT
-35.1%
+91.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +25.5% | +0.3% | +25.2% | +25.3% |
| 30D | -11.4% | +5.1% | -16.5% | -12.9% |
| 3M | -20.5% | -0.2% | -20.3% | -20.4% |
| 6M | -28.2% | -2.9% | -25.3% | -27.6% |
| YTD | -21.2% | -2.7% | -18.6% | -20.5% |
| 1Y | -40.4% | -4.6% | -35.8% | -39.5% |
| 3Y | +214.7% | +6.1% | +208.6% | +206.1% |
| 5Y | +56.9% | -35.1% | +92.0% | +25.2% |
| All | +56.9% | -35.1% | +91.9% | +25.2% |
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 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