+227.2%
IONQ vs TYL
-4.7%
+231.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.7% |
| 7D | +25.5% | +3.5% | +21.9% | +21.5% |
| 30D | -11.4% | +26.9% | -38.3% | -27.3% |
| 3M | -20.5% | +33.8% | -54.3% | -38.7% |
| 6M | -28.2% | +28.8% | -57.1% | -46.7% |
| YTD | -21.2% | -7.9% | -13.4% | -21.9% |
| 1Y | -40.4% | -9.8% | -30.6% | -39.9% |
| 3Y | +214.7% | +1.2% | +213.5% | +156.8% |
| 5Y | +56.9% | -22.8% | +79.7% | +63.4% |
| All | +227.2% | -4.7% | +231.9% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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