+185.7%
IONQ vs AMBA
-34.0%
+219.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -8.1% |
| 7D | +16.8% | +10.7% | +6.1% | +10.9% |
| 30D | -11.1% | -5.0% | -6.1% | -7.5% |
| 3M | -31.7% | -26.9% | -4.8% | -18.2% |
| 6M | -44.8% | -21.9% | -22.9% | -40.8% |
| YTD | -31.2% | -13.8% | -17.4% | -31.1% |
| 1Y | -39.1% | -36.1% | -3.1% | -28.4% |
| 3Y | +189.5% | +21.6% | +167.9% | +119.1% |
| 5Y | +53.2% | -68.8% | +121.9% | +100.9% |
| All | +185.7% | -34.0% | +219.7% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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