-29.8%
IONQ vs AMRZ
-19.2%
-10.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.6% | -6.4% |
| 7D | -11.5% | -2.1% | -9.4% | -11.0% |
| 30D | -8.1% | +13.0% | -21.0% | -10.7% |
| 3M | -35.8% | -12.1% | -23.7% | -34.2% |
| 6M | -47.7% | -19.1% | -28.6% | -46.5% |
| YTD | -35.6% | -23.3% | -12.4% | -33.0% |
| 1Y | -36.4% | -16.6% | -19.8% | -35.1% |
| All | -29.8% | -19.2% | -10.6% | -28.1% |
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