+202.0%
IONQ vs AMBA
-36.7%
+238.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.1% | +17.3% | +19.9% |
| 7D | +8.6% | -7.2% | +15.8% | +14.2% |
| 30D | -21.1% | -10.4% | -10.7% | -15.1% |
| 3M | -17.9% | -30.1% | +12.2% | +1.1% |
| 6M | -37.9% | -22.4% | -15.5% | -33.1% |
| YTD | -27.3% | -17.3% | -10.0% | -25.5% |
| 1Y | -43.2% | -35.4% | -7.8% | -34.0% |
| 3Y | +191.0% | +18.6% | +172.4% | +122.8% |
| 5Y | +69.3% | -69.8% | +139.1% | +128.3% |
| All | +202.0% | -36.7% | +238.7% | +258.7% |
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