+76.9%
IONQ vs AUR
-53.5%
+130.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | +15.3% | +12.7% | +2.6% | +10.2% |
| 30D | -6.1% | -18.7% | +12.6% | +3.2% |
| 3M | -21.6% | -33.8% | +12.2% | -6.9% |
| 6M | -40.1% | -36.6% | -3.5% | -27.6% |
| YTD | -24.1% | +19.8% | -43.9% | -28.5% |
| 1Y | -37.4% | +8.0% | -45.4% | -38.5% |
| 3Y | +219.5% | +153.4% | +66.1% | +84.8% |
| 5Y | +76.9% | -54.0% | +130.9% | +45.6% |
| All | +76.9% | -53.5% | +130.5% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling