+294.8%
IONQ vs AFRM
-23.1%
+317.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.5% |
| 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% | -11.9% |
| 1Y | -6.2% | -19.3% | +13.2% | +1.5% |
| 3Y | +125.7% | +231.0% | -105.3% | +7.0% |
| All | +294.8% | -23.1% | +317.9% | +195.3% |
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