+44.8%
IONQ vs AEM
+299.8%
-255.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.3% | +22.1% | +22.9% |
| 7D | +8.6% | +15.8% | -7.2% | +1.5% |
| 30D | -21.1% | +6.2% | -27.3% | -23.3% |
| 3M | -17.9% | +14.3% | -32.2% | -22.7% |
| 6M | -37.9% | +1.4% | -39.3% | -38.8% |
| YTD | -27.3% | +13.7% | -41.0% | -31.2% |
| 1Y | -43.2% | +21.3% | -64.5% | -47.3% |
| 3Y | +191.0% | +309.9% | -118.9% | +66.4% |
| All | +44.8% | +299.8% | -255.1% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling