+227.2%
IONQ vs AME
+104.2%
+123.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.2% | +3.6% |
| 7D | +25.5% | -1.5% | +27.0% | +28.5% |
| 30D | -11.4% | -4.2% | -7.2% | -6.4% |
| 3M | -20.5% | -5.9% | -14.5% | -14.3% |
| 6M | -28.2% | +2.8% | -31.0% | -29.7% |
| YTD | -21.2% | +16.6% | -37.8% | -33.4% |
| 1Y | -40.4% | +22.1% | -62.5% | -52.1% |
| 3Y | +214.7% | +64.7% | +150.0% | +80.9% |
| 5Y | +56.9% | +76.6% | -19.7% | -20.7% |
| All | +227.2% | +104.2% | +123.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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