+253.1%
IONQ vs TRU
-20.0%
+273.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.1% |
| 7D | +1.3% | -6.5% | +7.8% | +6.6% |
| 30D | -10.3% | -2.5% | -7.8% | -9.5% |
| 3M | -32.7% | +10.4% | -43.1% | -41.4% |
| 6M | +6.3% | +1.6% | +4.7% | -1.7% |
| YTD | -15.0% | -9.7% | -5.3% | -14.4% |
| 1Y | -13.3% | -17.3% | +3.9% | -7.9% |
| 3Y | +97.2% | -1.8% | +99.0% | +72.6% |
| 5Y | +278.7% | -36.2% | +315.0% | +344.0% |
| All | +253.1% | -20.0% | +273.2% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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