+241.1%
IONQ vs TRV
+192.2%
+48.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -5.6% | -1.5% | -4.1% | -5.3% |
| 30D | -15.2% | -1.8% | -13.4% | -15.0% |
| 3M | -34.9% | +21.6% | -56.5% | -38.1% |
| 6M | +4.9% | +22.5% | -17.6% | -0.6% |
| YTD | -17.9% | +28.1% | -46.0% | -23.5% |
| 1Y | -16.0% | +37.0% | -53.0% | -23.6% |
| 3Y | +90.5% | +141.9% | -51.4% | +57.0% |
| 5Y | +268.4% | +158.5% | +109.9% | +200.4% |
| All | +241.1% | +192.2% | +48.9% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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