+227.2%
IONQ vs AEM
+212.0%
+15.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.8% | +3.5% | +6.5% |
| 7D | +25.5% | +17.8% | +7.6% | +17.5% |
| 30D | -11.4% | +6.2% | -17.6% | -13.5% |
| 3M | -20.5% | +12.5% | -33.0% | -24.3% |
| 6M | -28.2% | +4.4% | -32.6% | -29.9% |
| YTD | -21.2% | +19.2% | -40.5% | -26.1% |
| 1Y | -40.4% | +25.5% | -65.9% | -44.8% |
| 3Y | +214.7% | +346.4% | -131.8% | +91.9% |
| 5Y | +56.9% | +305.7% | -248.8% | -4.7% |
| All | +227.2% | +212.0% | +15.3% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling