+92.7%
ASML vs IONQ
+70.8%
+21.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.4% | +2.2% |
| 7D | +2.5% | +15.3% | -12.8% | 0.0% |
| 30D | -12.2% | -6.1% | -6.1% | -11.7% |
| 3M | -14.6% | -21.6% | +7.0% | -12.1% |
| 6M | -1.7% | -40.1% | +38.4% | +4.6% |
| YTD | +44.3% | -24.1% | +68.4% | +44.7% |
| 1Y | +51.0% | -37.4% | +88.4% | +54.6% |
| 3Y | +137.6% | +219.5% | -81.9% | +51.9% |
| 5Y | +92.7% | +76.9% | +15.8% | +8.8% |
| All | +92.7% | +70.8% | +21.9% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling