+215.4%
IONQ vs AFL
+225.1%
-9.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | +15.3% | +1.4% | +13.9% | +14.5% |
| 30D | -6.1% | +9.7% | -15.8% | -9.8% |
| 3M | -21.6% | +5.5% | -27.1% | -23.7% |
| 6M | -40.1% | +11.2% | -51.3% | -43.9% |
| YTD | -24.1% | +17.1% | -41.2% | -31.2% |
| 1Y | -37.4% | +14.0% | -51.5% | -42.7% |
| 3Y | +219.5% | +66.3% | +153.2% | +135.4% |
| 5Y | +76.9% | +152.7% | -75.7% | -2.9% |
| All | +215.4% | +225.1% | -9.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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