+45.7%
IONQ vs AEIS
+142.3%
-96.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -3.1% |
| 7D | -11.5% | +11.5% | -23.0% | -19.3% |
| 30D | -8.1% | -15.8% | +7.7% | +4.0% |
| 3M | -35.8% | -33.3% | -2.5% | -13.2% |
| 6M | -47.7% | -35.2% | -12.5% | -30.9% |
| YTD | -35.6% | +5.0% | -40.7% | -52.6% |
| 1Y | -36.4% | +8.5% | -44.9% | -54.4% |
| 3Y | +150.0% | +152.9% | -2.8% | -29.9% |
| All | +45.7% | +142.3% | -96.6% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling