+202.0%
IONQ vs AVTR
-45.3%
+247.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.2% | +21.2% | +22.5% |
| 7D | +8.6% | -3.6% | +12.2% | +10.7% |
| 30D | -21.1% | +0.8% | -21.9% | -21.1% |
| 3M | -17.9% | +17.4% | -35.2% | -22.9% |
| 6M | -37.9% | +83.5% | -121.5% | -53.5% |
| YTD | -27.3% | +35.0% | -62.3% | -37.8% |
| 1Y | -43.2% | +36.7% | -79.9% | -52.1% |
| 3Y | +191.0% | -15.3% | +206.3% | +174.6% |
| 5Y | +69.3% | -59.5% | +128.8% | +158.6% |
| All | +202.0% | -45.3% | +247.4% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling