-36.4%
IONQ vs AFRM
-16.7%
-19.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.7% |
| 7D | -11.5% | -4.4% | -7.1% | -8.7% |
| 30D | -8.1% | -7.7% | -0.4% | -3.0% |
| 3M | -35.8% | -16.9% | -18.9% | -28.1% |
| 6M | -47.7% | +2.5% | -50.2% | -50.8% |
| YTD | -35.6% | -12.5% | -23.1% | -37.0% |
| 1Y | -36.4% | -11.0% | -25.4% | -38.2% |
| All | -36.4% | -16.7% | -19.7% | -38.2% |
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