+37.2%
IONQ vs AMC
-99.3%
+136.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -12.5% | +2.0% | -7.8% |
| 7D | -16.7% | 0.0% | -16.7% | -16.7% |
| 30D | -38.9% | +4.4% | -43.4% | -39.4% |
| 3M | -33.8% | +15.4% | -49.2% | -36.2% |
| 6M | -44.9% | +93.7% | -138.6% | -55.3% |
| YTD | -41.1% | +97.4% | -138.5% | -52.9% |
| 1Y | -52.3% | +23.2% | -75.5% | -57.5% |
| 3Y | +128.2% | -71.3% | +199.5% | +156.9% |
| 5Y | +37.2% | -99.3% | +136.4% | +272.4% |
| All | +37.2% | -99.3% | +136.4% | +272.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling