+144.7%
IONQ vs AMBA
-40.3%
+185.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.4% | -1.1% | -5.2% |
| 7D | -16.7% | -14.6% | -2.1% | -8.6% |
| 30D | -38.9% | -18.8% | -20.2% | -30.9% |
| 3M | -33.8% | -32.6% | -1.2% | -17.3% |
| 6M | -44.9% | -25.8% | -19.1% | -39.4% |
| YTD | -41.1% | -22.1% | -19.0% | -37.9% |
| 1Y | -52.3% | -36.2% | -16.1% | -44.5% |
| 3Y | +128.2% | +10.0% | +118.3% | +81.5% |
| 5Y | +37.2% | -71.6% | +108.7% | +90.3% |
| All | +144.7% | -40.3% | +185.1% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling