+136.0%
IONQ vs AFRM
-23.4%
+159.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.8% | -2.7% | -7.1% |
| 7D | -16.7% | -6.9% | -9.8% | -14.0% |
| 30D | -38.9% | -7.0% | -32.0% | -36.8% |
| 3M | -33.8% | -11.2% | -22.6% | -30.9% |
| 6M | -44.9% | +4.3% | -49.2% | -46.5% |
| YTD | -41.1% | -6.4% | -34.7% | -40.1% |
| 1Y | -52.3% | -2.6% | -49.7% | -52.6% |
| 3Y | +128.2% | +210.6% | -82.3% | +26.5% |
| 5Y | +37.2% | -57.6% | +94.7% | +0.2% |
| All | +136.0% | -23.4% | +159.3% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling