+135.8%
IONQ vs AXON
+74.4%
+61.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.8% | -0.7% | -5.4% |
| 7D | -16.7% | -12.7% | -4.0% | -10.4% |
| 30D | -38.9% | -8.6% | -30.3% | -35.8% |
| 3M | -33.8% | -37.2% | +3.4% | -17.3% |
| 6M | -44.9% | +0.5% | -45.5% | -49.4% |
| YTD | -41.1% | -32.6% | -8.5% | -32.3% |
| 1Y | -52.3% | -40.2% | -12.1% | -41.3% |
| All | +135.8% | +74.4% | +61.4% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling