+227.2%
IONQ vs AXON
+146.5%
+80.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.1% | +11.5% | +10.0% |
| 7D | +25.5% | -28.7% | +54.2% | +46.4% |
| 30D | -11.4% | -28.3% | +16.9% | +3.3% |
| 3M | -20.5% | -46.9% | +26.4% | +8.3% |
| 6M | -28.2% | -24.9% | -3.4% | -24.1% |
| YTD | -21.2% | -46.6% | +25.4% | +0.5% |
| 1Y | -40.4% | -49.7% | +9.3% | -20.6% |
| 3Y | +214.7% | +40.6% | +174.1% | +100.8% |
| 5Y | +56.9% | +71.9% | -15.0% | -27.0% |
| All | +227.2% | +146.5% | +80.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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