+108.3%
IONQ vs TSLL
-30.6%
+139.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.8% | +13.1% | +5.5% |
| 7D | +0.8% | +1.9% | -1.1% | -0.7% |
| 30D | -1.0% | +17.8% | -18.8% | -7.4% |
| 3M | -39.8% | -37.0% | -2.8% | -31.6% |
| 6M | +6.4% | -37.7% | +44.1% | +21.0% |
| YTD | -11.9% | -51.4% | +39.4% | +7.8% |
| 1Y | -6.2% | -23.4% | +17.2% | -3.8% |
| All | +108.3% | -30.6% | +139.0% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling