+52.8%
IONQ vs TYL
-21.3%
+74.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.3% | +25.7% | +25.1% |
| 7D | +8.6% | +6.7% | +1.9% | +2.5% |
| 30D | -21.1% | +26.5% | -47.6% | -35.7% |
| 3M | -17.9% | +37.3% | -55.2% | -38.8% |
| 6M | -37.9% | +31.2% | -69.1% | -55.7% |
| YTD | -27.3% | -7.4% | -19.9% | -27.8% |
| 1Y | -43.2% | -9.6% | -33.6% | -42.4% |
| 3Y | +191.0% | +1.9% | +189.1% | +126.7% |
| All | +52.8% | -21.3% | +74.1% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling