+253.1%
IONQ vs AEM
+214.7%
+38.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.1% | -5.9% |
| 7D | +1.3% | +3.0% | -1.7% | +0.2% |
| 30D | -10.3% | +12.5% | -22.8% | -14.4% |
| 3M | -32.7% | +26.9% | -59.7% | -38.8% |
| 6M | +6.3% | -9.4% | +15.8% | +9.0% |
| YTD | -15.0% | +20.3% | -35.3% | -20.3% |
| 1Y | -13.3% | +33.8% | -47.1% | -21.7% |
| 3Y | +97.2% | +349.8% | -252.6% | +20.0% |
| 5Y | +278.7% | +301.0% | -22.3% | +130.1% |
| All | +253.1% | +214.7% | +38.4% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AEM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling