+202.0%
IONQ vs AVAV
+29.3%
+172.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +10.5% | +13.0% | +18.5% |
| 7D | +8.6% | -10.6% | +19.2% | +14.9% |
| 30D | -21.1% | -18.8% | -2.3% | -12.6% |
| 3M | -17.9% | -34.1% | +16.2% | +0.1% |
| 6M | -37.9% | -35.3% | -2.6% | -25.8% |
| YTD | -27.3% | -53.4% | +26.1% | -2.6% |
| 1Y | -43.2% | -65.6% | +22.4% | -12.4% |
| 3Y | +191.0% | -5.1% | +196.1% | +161.5% |
| 5Y | +69.3% | +18.5% | +50.8% | +28.8% |
| All | +202.0% | +29.3% | +172.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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