+202.0%
IONQ vs AXON
+154.5%
+47.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -18.2% | +41.6% | +33.3% |
| 7D | +8.6% | -26.8% | +35.4% | +25.2% |
| 30D | -21.1% | -22.9% | +1.8% | -11.6% |
| 3M | -17.9% | -40.1% | +22.2% | +4.6% |
| 6M | -37.9% | -18.9% | -19.1% | -38.2% |
| YTD | -27.3% | -44.9% | +17.6% | -8.7% |
| 1Y | -43.2% | -46.7% | +3.5% | -26.7% |
| 3Y | +191.0% | +44.3% | +146.7% | +82.7% |
| 5Y | +69.3% | +71.4% | -2.1% | -21.9% |
| All | +202.0% | +154.5% | +47.6% | +22.2% |
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