+167.2%
IONQ vs AZO
+20.3%
+146.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.4% | -9.8% | -9.3% |
| 7D | +16.8% | -1.7% | +18.5% | +16.6% |
| 30D | -11.1% | +12.4% | -23.5% | -10.3% |
| 3M | -31.7% | +6.8% | -38.5% | -31.3% |
| 6M | -44.8% | -4.6% | -40.1% | -44.4% |
| YTD | -31.2% | -4.1% | -27.1% | -30.3% |
| 1Y | -39.1% | -14.2% | -25.0% | -39.1% |
| All | +167.2% | +20.3% | +146.8% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling