+167.2%
IONQ vs AEIS
+159.1%
+8.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -8.5% |
| 7D | +16.8% | +23.2% | -6.5% | +0.6% |
| 30D | -11.1% | -17.0% | +5.9% | +0.4% |
| 3M | -31.7% | -32.2% | +0.4% | -11.9% |
| 6M | -44.8% | -32.6% | -12.2% | -30.9% |
| YTD | -31.2% | +9.4% | -40.6% | -49.7% |
| 1Y | -39.1% | +7.7% | -46.8% | -54.4% |
| All | +167.2% | +159.1% | +8.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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