+108.3%
IONQ vs AFRM
+232.3%
-124.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.6% |
| 7D | +0.8% | -7.0% | +7.8% | +4.1% |
| 30D | -1.0% | -7.8% | +6.8% | +2.2% |
| 3M | -39.8% | +5.3% | -45.1% | -41.8% |
| 6M | +6.4% | +42.6% | -36.2% | -10.6% |
| YTD | -11.9% | -2.8% | -9.1% | -12.5% |
| 1Y | -6.2% | -19.3% | +13.2% | +0.5% |
| All | +108.3% | +232.3% | -124.0% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling