+204.3%
IONQ vs AUR
-56.5%
+260.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.4% | -4.0% | -7.0% |
| 7D | +16.8% | +7.9% | +8.8% | +13.8% |
| 30D | -11.1% | -18.5% | +7.4% | -2.2% |
| 3M | -31.7% | -36.7% | +5.0% | -17.1% |
| 6M | -44.8% | -39.8% | -5.0% | -31.6% |
| YTD | -31.2% | +13.3% | -44.5% | -33.6% |
| 1Y | -39.1% | +2.8% | -42.0% | -38.8% |
| 3Y | +189.5% | +139.7% | +49.8% | +70.3% |
| 5Y | +53.2% | -56.5% | +109.7% | +11.9% |
| All | +204.3% | -56.5% | +260.8% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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