+191.2%
IONQ vs AFRM
-25.1%
+216.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.2% | +25.6% | +24.4% |
| 7D | +8.6% | -7.3% | +15.9% | +12.0% |
| 30D | -21.1% | -9.6% | -11.5% | -17.4% |
| 3M | -17.9% | -11.1% | -6.8% | -14.5% |
| 6M | -37.9% | +3.9% | -41.8% | -39.7% |
| YTD | -27.3% | -8.5% | -18.8% | -25.5% |
| 1Y | -43.2% | +3.3% | -46.5% | -44.8% |
| 3Y | +191.0% | +213.7% | -22.7% | +60.3% |
| 5Y | +69.3% | -58.5% | +127.8% | +24.6% |
| All | +191.2% | -25.1% | +216.3% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling