+215.0%
ASML vs IONQ
+165.5%
+49.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.4% |
| 7D | -10.0% | -8.9% | -1.1% | -8.7% |
| 30D | -19.4% | -31.3% | +11.8% | -14.7% |
| 3M | -12.5% | -29.2% | +16.7% | -8.2% |
| 6M | +8.2% | -35.4% | +43.7% | +14.1% |
| YTD | +40.7% | -34.2% | +74.9% | +44.7% |
| 1Y | +46.1% | -44.7% | +90.8% | +52.8% |
| 3Y | +138.5% | +155.1% | -16.6% | +59.4% |
| 5Y | +84.2% | +79.8% | +4.4% | +5.8% |
| All | +215.0% | +165.5% | +49.5% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling