+214.7%
IONQ vs AMCR
+16.7%
+198.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.1% |
| 7D | +25.5% | -7.9% | +33.4% | +29.5% |
| 30D | -11.4% | +8.2% | -19.6% | -14.8% |
| 3M | -20.5% | -4.3% | -16.1% | -19.5% |
| 6M | -28.2% | +16.6% | -44.8% | -34.2% |
| YTD | -21.2% | +13.1% | -34.3% | -28.4% |
| 1Y | -40.4% | +14.4% | -54.8% | -46.4% |
| 3Y | +214.7% | +18.4% | +196.3% | +151.6% |
| All | +214.7% | +16.7% | +198.0% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling