+253.1%
IONQ vs AU
+420.8%
-167.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -5.9% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | -10.3% | +12.3% | -22.6% | -12.9% |
| 3M | -32.7% | +29.4% | -62.1% | -37.0% |
| 6M | +6.3% | +3.2% | +3.1% | +4.2% |
| YTD | -15.0% | +31.8% | -46.8% | -20.7% |
| 1Y | -13.3% | +83.4% | -96.7% | -24.5% |
| 3Y | +97.2% | +623.1% | -525.9% | +27.4% |
| 5Y | +278.7% | +700.5% | -421.8% | +141.8% |
| All | +253.1% | +420.8% | -167.7% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling