+821.9%
IONQ vs TSLQ
-97.3%
+919.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.0% | +10.4% | -0.9% |
| 7D | +7.1% | -8.6% | +15.7% | +3.8% |
| 30D | -8.9% | -24.9% | +16.0% | -17.4% |
| 3M | -35.6% | -1.5% | -34.0% | -30.2% |
| 6M | +13.3% | -18.1% | +31.3% | +22.9% |
| YTD | -9.8% | -0.1% | -9.7% | +8.4% |
| 1Y | -1.3% | -51.4% | +50.1% | -3.6% |
| 3Y | +109.3% | -95.9% | +205.2% | +55.9% |
| All | +821.9% | -97.3% | +919.1% | +601.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling