+52.8%
IONQ vs AME
+66.2%
-13.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.5% | +20.9% | +20.3% |
| 7D | +8.6% | -5.2% | +13.8% | +16.4% |
| 30D | -21.1% | -8.0% | -13.1% | -12.1% |
| 3M | -17.9% | -8.9% | -9.0% | -7.6% |
| 6M | -37.9% | -5.0% | -33.0% | -33.4% |
| YTD | -27.3% | +11.9% | -39.2% | -36.8% |
| 1Y | -43.2% | +16.6% | -59.8% | -53.2% |
| 3Y | +191.0% | +62.5% | +128.5% | +54.0% |
| All | +52.8% | +66.2% | -13.5% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling