+253.1%
IONQ vs AMCR
-2.5%
+255.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.0% | -4.3% |
| 7D | +1.3% | -6.3% | +7.6% | +4.9% |
| 30D | -10.3% | -7.1% | -3.2% | -6.9% |
| 3M | -32.7% | +12.7% | -45.4% | -37.8% |
| 6M | +6.3% | +5.2% | +1.2% | +1.9% |
| YTD | -15.0% | +8.1% | -23.1% | -21.3% |
| 1Y | -13.3% | +11.7% | -25.0% | -22.3% |
| 3Y | +97.2% | +9.9% | +87.3% | +75.5% |
| 5Y | +278.7% | -8.7% | +287.4% | +303.0% |
| All | +253.1% | -2.5% | +255.6% | +284.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling