+202.0%
IONQ vs TYL
-4.2%
+206.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.3% | +25.7% | +25.0% |
| 7D | +8.6% | +6.7% | +1.9% | +2.8% |
| 30D | -21.1% | +26.5% | -47.6% | -35.1% |
| 3M | -17.9% | +37.3% | -55.2% | -37.8% |
| 6M | -37.9% | +31.2% | -69.1% | -54.9% |
| YTD | -27.3% | -7.4% | -19.9% | -28.2% |
| 1Y | -43.2% | -9.6% | -33.6% | -42.8% |
| 3Y | +191.0% | +1.9% | +189.1% | +136.1% |
| 5Y | +69.3% | -21.1% | +90.4% | +74.6% |
| All | +202.0% | -4.2% | +206.2% | +207.3% |
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