+202.0%
IONQ vs AME
+96.0%
+106.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.5% | +20.9% | +20.6% |
| 7D | +8.6% | -5.2% | +13.8% | +15.9% |
| 30D | -21.1% | -8.0% | -13.1% | -12.8% |
| 3M | -17.9% | -8.9% | -9.0% | -8.3% |
| 6M | -37.9% | -5.0% | -33.0% | -33.6% |
| YTD | -27.3% | +11.9% | -39.2% | -35.7% |
| 1Y | -43.2% | +16.6% | -59.8% | -52.1% |
| 3Y | +191.0% | +62.5% | +128.5% | +69.6% |
| 5Y | +69.3% | +67.6% | +1.7% | -10.2% |
| All | +202.0% | +96.0% | +106.1% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling