+224.0%
IONQ vs TRV
+218.7%
+5.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | +16.7% | +1.4% | +15.3% | +16.4% |
| 30D | -12.3% | +8.7% | -21.0% | -13.6% |
| 3M | -17.7% | +7.1% | -24.8% | -18.8% |
| 6M | -28.9% | +35.5% | -64.4% | -34.0% |
| YTD | -22.0% | +39.7% | -61.7% | -28.5% |
| 1Y | -36.8% | +44.1% | -80.9% | -42.7% |
| 3Y | +228.2% | +148.1% | +80.1% | +168.5% |
| 5Y | +91.9% | +178.6% | -86.6% | +54.6% |
| All | +224.0% | +218.7% | +5.3% | +158.9% |
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