+227.2%
IONQ vs AVTR
-43.8%
+271.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.5% | +7.1% |
| 7D | +25.5% | +1.9% | +23.5% | +24.8% |
| 30D | -11.4% | +1.5% | -12.9% | -11.6% |
| 3M | -20.5% | +17.1% | -37.5% | -25.3% |
| 6M | -28.2% | +91.5% | -119.7% | -47.2% |
| YTD | -21.2% | +38.8% | -60.1% | -33.4% |
| 1Y | -40.4% | +37.7% | -78.1% | -49.8% |
| 3Y | +214.7% | -13.5% | +228.2% | +194.8% |
| 5Y | +56.9% | -59.3% | +116.2% | +138.3% |
| All | +227.2% | -43.8% | +271.0% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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