+108.3%
IONQ vs ASTS
+1,473.5%
-1,365.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.8% | +7.3% | -6.5% | -1.3% |
| 30D | -1.0% | -8.9% | +7.9% | +1.6% |
| 3M | -39.8% | -41.9% | +2.1% | -31.4% |
| 6M | +6.4% | -40.6% | +47.0% | +17.5% |
| YTD | -11.9% | -14.2% | +2.3% | -11.6% |
| 1Y | -6.2% | +48.9% | -55.0% | -15.6% |
| All | +108.3% | +1,473.5% | -1,365.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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