+45.7%
IONQ vs AVTR
-58.9%
+104.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | -11.5% | +0.5% | -11.9% | -11.6% |
| 30D | -8.1% | -1.0% | -7.1% | -7.3% |
| 3M | -35.8% | +12.2% | -48.0% | -38.7% |
| 6M | -47.7% | +97.5% | -145.2% | -62.3% |
| YTD | -35.6% | +35.6% | -71.2% | -45.3% |
| 1Y | -36.4% | +32.8% | -69.2% | -45.8% |
| 3Y | +150.0% | -16.5% | +166.5% | +135.8% |
| All | +45.7% | -58.9% | +104.6% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling