+1,102.7%
AAOI vs IONQ
+230.3%
+872.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -7.0% | +6.8% | +2.5% |
| 30D | -23.7% | -18.7% | -5.0% | -17.6% |
| 3M | -39.0% | -36.6% | -2.4% | -27.0% |
| 6M | -17.0% | +7.2% | -24.3% | -17.4% |
| YTD | +202.2% | -18.1% | +220.3% | +218.2% |
| 1Y | +292.4% | -21.9% | +314.3% | +314.6% |
| 3Y | +804.4% | +86.7% | +717.6% | +512.3% |
| 5Y | +1,318.0% | +267.5% | +1,050.5% | +593.1% |
| All | +1,102.7% | +230.3% | +872.4% | +589.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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