+56.9%
IONQ vs AFRM
-57.5%
+114.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.5% | +8.4% |
| 7D | +25.5% | -7.5% | +33.0% | +30.2% |
| 30D | -11.4% | -15.7% | +4.3% | -3.2% |
| 3M | -20.5% | -9.6% | -10.9% | -17.3% |
| 6M | -28.2% | +6.3% | -34.5% | -31.4% |
| YTD | -21.2% | -8.6% | -12.6% | -19.3% |
| 1Y | -40.4% | -7.6% | -32.8% | -39.3% |
| 3Y | +214.7% | +173.7% | +41.0% | +58.3% |
| 5Y | +56.9% | -56.9% | +113.7% | +155.4% |
| All | +56.9% | -57.5% | +114.3% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling