+262.4%
IONQ vs AUR
-35.7%
+298.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -7.0% | +1.4% | -8.4% | -7.5% |
| 30D | -18.7% | -6.4% | -12.3% | -16.7% |
| 3M | -36.6% | +7.7% | -44.3% | -38.5% |
| 6M | +7.2% | +44.5% | -37.3% | -7.4% |
| YTD | -18.1% | +67.4% | -85.5% | -33.2% |
| 1Y | -21.9% | +15.4% | -37.3% | -25.9% |
| 3Y | +86.7% | +94.8% | -8.1% | +16.5% |
| 5Y | +267.5% | -35.1% | +302.6% | +117.2% |
| All | +262.4% | -35.7% | +298.1% | +115.0% |
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