+199.9%
ASML vs IONQ
+193.2%
+6.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +23.4% | -18.4% | +1.2% |
| 7D | -9.0% | +8.6% | -17.6% | -10.4% |
| 30D | -21.0% | -21.1% | +0.1% | -18.3% |
| 3M | -16.3% | -17.9% | +1.6% | -14.5% |
| 6M | -7.5% | -37.9% | +30.4% | -2.3% |
| YTD | +34.0% | -27.3% | +61.3% | +35.3% |
| 1Y | +39.3% | -43.2% | +82.5% | +44.7% |
| 3Y | +128.9% | +191.0% | -62.1% | +49.3% |
| 5Y | +76.1% | +69.3% | +6.8% | +2.3% |
| All | +199.9% | +193.2% | +6.7% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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