+117.9%
ASML vs IONQ
+123.8%
-5.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.5% | +1.2% | -7.9% |
| 7D | -19.0% | -16.7% | -2.4% | -16.9% |
| 30D | -25.9% | -38.9% | +13.0% | -21.0% |
| 3M | -19.1% | -33.8% | +14.8% | -14.9% |
| 6M | -5.7% | -44.9% | +39.2% | +0.9% |
| YTD | +27.6% | -41.1% | +68.7% | +33.3% |
| 1Y | +30.8% | -52.3% | +83.1% | +39.1% |
| All | +117.9% | +123.8% | -5.9% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling