+265.9%
IONQ vs AVAV
+65.9%
+200.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.1% |
| 7D | +0.8% | -2.2% | +3.0% | +1.9% |
| 30D | -1.0% | -13.9% | +12.9% | +6.1% |
| 3M | -39.8% | -29.2% | -10.6% | -30.9% |
| 6M | +6.4% | -36.1% | +42.6% | +26.1% |
| YTD | -11.9% | -40.2% | +28.3% | +4.7% |
| 1Y | -6.2% | -36.2% | +30.1% | +9.3% |
| 3Y | +125.7% | +47.5% | +78.2% | +62.5% |
| 5Y | +296.0% | +39.3% | +256.7% | +170.3% |
| All | +265.9% | +65.9% | +200.0% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling