+144.7%
IONQ vs TLT
-37.0%
+181.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.6% |
| 7D | -16.7% | +0.5% | -17.2% | -16.9% |
| 30D | -38.9% | +6.0% | -45.0% | -40.2% |
| 3M | -33.8% | -0.9% | -32.9% | -33.6% |
| 6M | -44.9% | -2.6% | -42.3% | -44.4% |
| YTD | -41.1% | -3.1% | -38.0% | -40.4% |
| 1Y | -52.3% | -4.4% | -47.9% | -51.6% |
| 3Y | +128.2% | +5.5% | +122.8% | +121.7% |
| 5Y | +37.2% | -34.7% | +71.9% | +39.3% |
| All | +144.7% | -37.0% | +181.7% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling