+278.7%
IONQ vs AUR
-34.3%
+313.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | +1.3% | +11.1% | -9.8% | -3.2% |
| 30D | -10.3% | -6.9% | -3.4% | -7.9% |
| 3M | -32.7% | +5.5% | -38.2% | -34.1% |
| 6M | +6.3% | +41.0% | -34.7% | -7.4% |
| YTD | -15.0% | +69.3% | -84.3% | -31.0% |
| 1Y | -13.3% | +14.0% | -27.4% | -17.4% |
| 3Y | +97.2% | +90.1% | +7.1% | +24.2% |
| 5Y | +278.7% | -34.4% | +313.2% | +101.4% |
| All | +278.7% | -34.3% | +313.0% | +101.4% |
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