+167.4%
IONQ vs AZO
+175.4%
-8.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -11.5% | +1.3% | -12.8% | -11.7% |
| 30D | -8.1% | +12.0% | -20.0% | -11.1% |
| 3M | -35.8% | +7.2% | -43.0% | -37.3% |
| 6M | -47.7% | -3.2% | -44.6% | -47.7% |
| YTD | -35.6% | -3.9% | -31.8% | -35.8% |
| 1Y | -36.4% | -14.7% | -21.7% | -34.1% |
| 3Y | +150.0% | +20.4% | +129.6% | +110.0% |
| 5Y | +43.3% | +72.8% | -29.5% | -3.2% |
| All | +167.4% | +175.4% | -8.0% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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