+194.9%
IONQ vs AUR
+151.4%
+43.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.2% |
| 7D | +15.3% | +12.7% | +2.6% | +9.9% |
| 30D | -6.1% | -18.7% | +12.6% | +3.5% |
| 3M | -21.6% | -33.8% | +12.2% | -6.2% |
| 6M | -40.1% | -36.6% | -3.5% | -27.2% |
| YTD | -24.1% | +19.8% | -43.9% | -28.3% |
| 1Y | -37.4% | +8.0% | -45.4% | -38.3% |
| All | +194.9% | +151.4% | +43.5% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling