+227.2%
IONQ vs AMT
-0.2%
+227.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +25.5% | +0.4% | +25.1% | +25.1% |
| 30D | -11.4% | +3.7% | -15.1% | -12.4% |
| 3M | -20.5% | +10.7% | -31.2% | -22.7% |
| 6M | -28.2% | +9.3% | -37.5% | -30.7% |
| YTD | -21.2% | +10.9% | -32.2% | -24.7% |
| 1Y | -40.4% | +10.5% | -50.9% | -42.9% |
| 3Y | +214.7% | +15.5% | +199.1% | +167.5% |
| 5Y | +56.9% | -20.6% | +77.4% | +55.8% |
| All | +227.2% | -0.2% | +227.4% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling