+294.8%
IONQ vs AME
+82.5%
+212.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | -0.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.1% |
| 30D | -1.0% | -6.7% | +5.7% | +7.7% |
| 3M | -39.8% | +4.1% | -43.9% | -42.5% |
| 6M | +6.4% | +1.6% | +4.9% | +4.4% |
| YTD | -11.9% | +16.1% | -28.1% | -27.1% |
| 1Y | -6.2% | +27.3% | -33.5% | -31.5% |
| 3Y | +125.7% | +50.9% | +74.8% | +32.4% |
| All | +294.8% | +82.5% | +212.3% | +67.1% |
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