+135.8%
IONQ vs TYL
+5.0%
+130.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.7% | -12.2% | -10.9% |
| 7D | -16.7% | +15.1% | -31.8% | -19.8% |
| 30D | -38.9% | +30.1% | -69.0% | -43.3% |
| 3M | -33.8% | +40.4% | -74.2% | -40.5% |
| 6M | -44.9% | +31.3% | -76.2% | -50.6% |
| YTD | -41.1% | -5.2% | -35.9% | -36.9% |
| 1Y | -52.3% | -6.6% | -45.7% | -48.6% |
| All | +135.8% | +5.0% | +130.8% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling