+126.0%
IONQ vs AEM
+359.0%
-233.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.8% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | -1.0% | +24.0% | -25.0% | -10.3% |
| 3M | -39.8% | +16.1% | -55.9% | -44.0% |
| 6M | +6.4% | -11.6% | +18.1% | +10.1% |
| YTD | -11.9% | +21.5% | -33.5% | -18.7% |
| 1Y | -6.2% | +39.2% | -45.3% | -17.7% |
| All | +126.0% | +359.0% | -233.0% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling