-43.2%
IONQ vs TSLL
-57.5%
+14.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +8.6% | +14.8% | +19.2% |
| 7D | +8.6% | -21.2% | +29.8% | +20.6% |
| 30D | -21.1% | -13.3% | -7.8% | -16.5% |
| 3M | -17.9% | +15.4% | -33.3% | -25.9% |
| 6M | -37.9% | -34.2% | -3.7% | -29.5% |
| YTD | -27.3% | -52.9% | +25.6% | -10.1% |
| 1Y | -43.2% | -54.3% | +11.1% | -29.0% |
| All | -43.2% | -57.5% | +14.3% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling