+167.2%
IONQ vs AVTR
-15.7%
+182.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.7% | -9.2% |
| 7D | +16.8% | +3.2% | +13.6% | +15.8% |
| 30D | -11.1% | +0.5% | -11.6% | -11.0% |
| 3M | -31.7% | +12.1% | -43.9% | -33.7% |
| 6M | -44.8% | +91.2% | -136.0% | -55.4% |
| YTD | -31.2% | +36.3% | -67.5% | -39.0% |
| 1Y | -39.1% | +35.2% | -74.4% | -46.1% |
| All | +167.2% | -15.7% | +182.9% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling