+215.4%
IONQ vs ASX
+717.5%
-502.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.6% | -9.3% | -7.4% |
| 7D | +15.3% | +0.8% | +14.5% | +13.2% |
| 30D | -6.1% | -20.4% | +14.3% | +7.9% |
| 3M | -21.6% | -2.1% | -19.4% | -24.0% |
| 6M | -40.1% | +8.2% | -48.3% | -47.8% |
| YTD | -24.1% | +137.3% | -161.4% | -65.3% |
| 1Y | -37.4% | +155.0% | -192.4% | -73.0% |
| 3Y | +219.5% | +397.9% | -178.4% | -20.9% |
| 5Y | +76.9% | +529.2% | -452.3% | -64.4% |
| All | +215.4% | +717.5% | -502.1% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling