+215.4%
IONQ vs AVAV
+42.7%
+172.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +15.3% | +9.9% | +5.4% | +11.0% |
| 30D | -6.1% | -5.4% | -0.7% | -3.3% |
| 3M | -21.6% | -36.5% | +14.9% | -3.2% |
| 6M | -40.1% | -25.3% | -14.9% | -33.1% |
| YTD | -24.1% | -48.6% | +24.5% | -2.9% |
| 1Y | -37.4% | -62.1% | +24.7% | -7.9% |
| 3Y | +219.5% | +2.3% | +217.2% | +177.0% |
| 5Y | +76.9% | +35.4% | +41.6% | +27.6% |
| All | +215.4% | +42.7% | +172.7% | +126.5% |
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