+215.4%
IONQ vs AXON
+156.4%
+59.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -6.9% | -4.9% |
| 7D | +15.3% | -25.6% | +40.9% | +31.5% |
| 30D | -6.1% | -23.9% | +17.8% | +5.7% |
| 3M | -21.6% | -50.4% | +28.8% | +11.6% |
| 6M | -40.1% | -20.0% | -20.1% | -38.9% |
| YTD | -24.1% | -44.5% | +20.4% | -5.4% |
| 1Y | -37.4% | -44.9% | +7.5% | -21.2% |
| 3Y | +219.5% | +44.7% | +174.8% | +100.7% |
| 5Y | +76.9% | +86.7% | -9.8% | -20.4% |
| All | +215.4% | +156.4% | +59.0% | +26.7% |
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