+108.6%
ASML vs IONQ
+295.2%
-186.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.0% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | +2.2% | -1.0% | +3.2% | +2.0% |
| 3M | -2.3% | -39.8% | +37.5% | +4.7% |
| 6M | +23.0% | +6.4% | +16.5% | +19.4% |
| YTD | +61.1% | -11.9% | +73.0% | +58.9% |
| 1Y | +129.1% | -6.2% | +135.3% | +118.9% |
| 3Y | +165.4% | +125.7% | +39.7% | +83.8% |
| All | +108.6% | +295.2% | -186.6% | +9.6% |
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