+289.7%
IONQ vs AUR
-36.6%
+326.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +0.8% | +8.7% | -7.9% | -2.9% |
| 30D | -1.0% | -5.2% | +4.2% | +1.0% |
| 3M | -39.8% | -7.3% | -32.5% | -37.6% |
| 6M | +6.4% | +41.2% | -34.8% | -7.3% |
| YTD | -11.9% | +65.1% | -77.0% | -27.8% |
| 1Y | -6.2% | +13.4% | -19.6% | -10.3% |
| 3Y | +125.7% | +98.1% | +27.6% | +40.0% |
| 5Y | +296.0% | -36.0% | +332.0% | +135.4% |
| All | +289.7% | -36.6% | +326.3% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling