+470.3%
IONQ vs TSLL
-58.7%
+529.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +8.6% | +14.8% | +20.2% |
| 7D | +8.6% | -21.2% | +29.8% | +18.4% |
| 30D | -21.1% | -13.3% | -7.8% | -17.2% |
| 3M | -17.9% | +15.4% | -33.3% | -23.6% |
| 6M | -37.9% | -34.2% | -3.7% | -31.1% |
| YTD | -27.3% | -52.9% | +25.6% | -10.1% |
| 1Y | -43.2% | -54.3% | +11.1% | -29.5% |
| 3Y | +191.0% | -18.4% | +209.4% | +115.7% |
| All | +470.3% | -58.7% | +529.0% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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