-20.7%
IONQ vs AMRZ
-17.5%
-3.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +23.7% |
| 7D | +8.6% | +1.2% | +7.4% | +8.1% |
| 30D | -21.1% | +15.1% | -36.2% | -23.7% |
| 3M | -17.9% | -18.1% | +0.2% | -15.0% |
| 6M | -37.9% | -23.5% | -14.5% | -35.0% |
| YTD | -27.3% | -21.6% | -5.7% | -24.7% |
| 1Y | -43.2% | -14.7% | -28.5% | -42.4% |
| All | -20.7% | -17.5% | -3.3% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling