+265.9%
IONQ vs AMCR
+2.1%
+263.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | -1.9% | +2.7% | +1.8% |
| 30D | -1.0% | -4.1% | +3.1% | +1.1% |
| 3M | -39.8% | +21.7% | -61.5% | -46.9% |
| 6M | +6.4% | +1.5% | +5.0% | +4.1% |
| YTD | -11.9% | +13.1% | -25.0% | -20.4% |
| 1Y | -6.2% | +16.5% | -22.7% | -17.8% |
| 3Y | +125.7% | +10.3% | +115.4% | +101.4% |
| 5Y | +296.0% | -7.7% | +303.7% | +309.7% |
| All | +265.9% | +2.1% | +263.8% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling