+227.2%
IONQ vs AMC
-84.5%
+311.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.3% | +0.1% | +7.8% |
| 7D | +25.5% | +6.6% | +18.9% | +25.0% |
| 30D | -11.4% | +14.1% | -25.5% | -12.0% |
| 3M | -20.5% | +31.3% | -51.7% | -21.8% |
| 6M | -28.2% | +126.7% | -154.9% | -32.6% |
| YTD | -21.2% | +117.9% | -139.2% | -26.0% |
| 1Y | -40.4% | +41.1% | -81.5% | -42.5% |
| 3Y | +214.7% | -61.0% | +275.7% | +216.6% |
| 5Y | +56.9% | -99.1% | +156.0% | +69.8% |
| All | +227.2% | -84.5% | +311.8% | +280.6% |
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