+167.2%
IONQ vs TSLQ
-97.1%
+264.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.5% | -5.9% | -10.8% |
| 7D | +16.8% | -26.6% | +43.3% | +4.6% |
| 30D | -11.1% | -17.5% | +6.4% | -14.7% |
| 3M | -31.7% | -41.7% | +10.0% | -41.0% |
| 6M | -44.8% | -16.9% | -27.8% | -40.2% |
| YTD | -31.2% | -21.9% | -9.3% | -22.7% |
| 1Y | -39.1% | -32.5% | -6.6% | -33.2% |
| All | +167.2% | -97.1% | +264.3% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling