+274.7%
IONQ vs AME
+103.5%
+171.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +7.1% | +2.8% | +4.3% | +3.9% |
| 30D | -8.9% | -6.3% | -2.6% | -2.1% |
| 3M | -35.6% | +5.4% | -40.9% | -39.1% |
| 6M | +13.3% | +7.4% | +5.8% | +4.7% |
| YTD | -9.8% | +16.2% | -26.0% | -23.9% |
| 1Y | -1.3% | +26.8% | -28.1% | -25.3% |
| 3Y | +109.3% | +57.5% | +51.8% | +25.8% |
| 5Y | +304.7% | +84.8% | +219.9% | +97.1% |
| All | +274.7% | +103.5% | +171.3% | +75.3% |
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