+202.0%
IONQ vs ASX
+583.7%
-381.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.4% | +17.0% | +18.8% |
| 7D | +8.6% | -19.9% | +28.5% | +26.4% |
| 30D | -21.1% | -30.9% | +9.8% | +0.6% |
| 3M | -17.9% | -15.1% | -2.8% | -11.5% |
| 6M | -37.9% | -6.5% | -31.5% | -39.4% |
| YTD | -27.3% | +98.4% | -125.7% | -62.0% |
| 1Y | -43.2% | +107.9% | -151.1% | -71.4% |
| 3Y | +191.0% | +325.3% | -134.3% | -19.2% |
| 5Y | +69.3% | +447.3% | -378.0% | -61.4% |
| All | +202.0% | +583.7% | -381.6% | -36.3% |
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