+202.0%
IONQ vs AMC
-85.7%
+287.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.9% | +21.5% | +23.3% |
| 7D | +8.6% | +2.6% | +6.0% | +8.4% |
| 30D | -21.1% | +9.0% | -30.1% | -21.4% |
| 3M | -17.9% | +22.2% | -40.1% | -18.9% |
| 6M | -37.9% | +91.5% | -129.4% | -41.1% |
| YTD | -27.3% | +101.3% | -128.6% | -31.4% |
| 1Y | -43.2% | +20.8% | -64.0% | -44.8% |
| 3Y | +191.0% | -71.3% | +262.3% | +196.7% |
| 5Y | +69.3% | -99.2% | +168.5% | +84.0% |
| All | +202.0% | -85.7% | +287.8% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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