+768.8%
IONQ vs TSLQ
-97.3%
+866.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -5.9% | -5.7% |
| 7D | +1.3% | -8.0% | +9.3% | -1.6% |
| 30D | -10.3% | -23.8% | +13.5% | -18.1% |
| 3M | -32.7% | -7.0% | -25.7% | -29.1% |
| 6M | +6.3% | -17.1% | +23.4% | +15.9% |
| YTD | -15.0% | +0.1% | -15.1% | +2.2% |
| 1Y | -13.3% | -51.2% | +37.9% | -15.2% |
| 3Y | +97.2% | -95.9% | +193.1% | +47.1% |
| All | +768.8% | -97.3% | +866.0% | +561.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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