+265.9%
IONQ vs AFL
+199.8%
+66.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | -1.0% | -6.2% | +5.2% | +1.5% |
| 3M | -39.8% | +2.2% | -42.0% | -41.3% |
| 6M | +6.4% | +5.3% | +1.2% | +2.0% |
| YTD | -11.9% | +8.0% | -19.9% | -17.2% |
| 1Y | -6.2% | +10.2% | -16.4% | -13.1% |
| 3Y | +125.7% | +67.1% | +58.6% | +64.0% |
| 5Y | +296.0% | +135.6% | +160.4% | +123.2% |
| All | +265.9% | +199.8% | +66.1% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling