+167.4%
IONQ vs AEHR
+2,179.2%
-2,011.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.7% | +0.2% | -4.6% |
| 7D | -11.5% | +6.4% | -17.8% | -13.0% |
| 30D | -8.1% | -20.3% | +12.2% | -3.3% |
| 3M | -35.8% | -53.8% | +18.0% | -23.2% |
| 6M | -47.7% | -44.8% | -2.9% | -43.0% |
| YTD | -35.6% | +182.2% | -217.9% | -56.6% |
| 1Y | -36.4% | +174.7% | -211.1% | -56.8% |
| 3Y | +150.0% | +143.5% | +6.5% | +50.4% |
| 5Y | +43.3% | +129.9% | -86.5% | -27.8% |
| All | +167.4% | +2,179.2% | -2,011.8% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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