+37.2%
IONQ vs AVAV
+7.1%
+30.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.8% | -0.7% | -5.6% |
| 7D | -16.7% | -24.3% | +7.6% | -4.2% |
| 30D | -38.9% | -28.9% | -10.1% | -27.5% |
| 3M | -33.8% | -39.3% | +5.5% | -15.0% |
| 6M | -44.9% | -38.8% | -6.2% | -31.7% |
| YTD | -41.1% | -57.8% | +16.7% | -15.7% |
| 1Y | -52.3% | -70.9% | +18.6% | -17.7% |
| 3Y | +128.2% | -14.8% | +143.0% | +101.1% |
| 5Y | +37.2% | +7.3% | +29.9% | +25.4% |
| All | +37.2% | +7.1% | +30.1% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling