+191.0%
IONQ vs AVAV
-5.8%
+196.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +10.5% | +13.0% | +18.4% |
| 7D | +8.6% | -10.6% | +19.2% | +14.9% |
| 30D | -21.1% | -18.8% | -2.3% | -12.7% |
| 3M | -17.9% | -34.1% | +16.2% | -0.1% |
| 6M | -37.9% | -35.3% | -2.6% | -25.7% |
| YTD | -27.3% | -53.4% | +26.1% | -2.7% |
| 1Y | -43.2% | -65.6% | +22.4% | -13.1% |
| 3Y | +191.0% | -5.1% | +196.1% | +152.2% |
| All | +191.0% | -5.8% | +196.8% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling