-36.4%
IONQ vs TYL
-8.8%
-27.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | -11.5% | +0.8% | -12.3% | -11.4% |
| 30D | -8.1% | +21.1% | -29.2% | -7.9% |
| 3M | -35.8% | +28.9% | -64.7% | -35.8% |
| 6M | -47.7% | +42.0% | -89.8% | -49.3% |
| YTD | -35.6% | -6.6% | -29.1% | -31.5% |
| 1Y | -36.4% | -9.1% | -27.3% | -33.2% |
| All | -36.4% | -8.8% | -27.6% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling