+108.3%
IONQ vs TYL
-8.1%
+116.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.6% |
| 7D | +0.8% | -3.7% | +4.5% | +2.0% |
| 30D | -1.0% | +18.7% | -19.8% | -7.3% |
| 3M | -39.8% | +18.1% | -57.9% | -44.7% |
| 6M | +6.4% | -1.1% | +7.6% | +6.8% |
| YTD | -11.9% | -19.8% | +7.9% | -0.8% |
| 1Y | -6.2% | -34.3% | +28.2% | +19.7% |
| All | +108.3% | -8.1% | +116.5% | +99.4% |
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