+241.1%
IONQ vs AZO
+143.5%
+97.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | -5.6% | -2.9% | -2.7% | -4.8% |
| 30D | -15.2% | -5.3% | -9.9% | -14.0% |
| 3M | -34.9% | -7.3% | -27.6% | -34.0% |
| 6M | +4.9% | -22.7% | +27.6% | +12.4% |
| YTD | -17.9% | -15.0% | -2.9% | -15.0% |
| 1Y | -16.0% | -32.2% | +16.2% | -6.4% |
| 3Y | +90.5% | +10.0% | +80.5% | +62.6% |
| 5Y | +268.4% | +85.8% | +182.6% | +148.1% |
| All | +241.1% | +143.5% | +97.7% | +114.2% |
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