-44.7%
IONQ vs AFRM
+8.5%
-53.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -4.6% |
| 7D | -8.9% | +3.1% | -12.0% | -10.9% |
| 30D | -31.3% | +1.1% | -32.4% | -31.6% |
| 3M | -29.2% | -3.2% | -26.0% | -28.8% |
| 6M | -35.4% | +12.7% | -48.1% | -42.1% |
| YTD | -34.2% | +1.6% | -35.7% | -42.0% |
| 1Y | -44.7% | +5.9% | -50.5% | -52.5% |
| All | -44.7% | +8.5% | -53.2% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling