+265.9%
IONQ vs AXON
+319.2%
-53.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +3.7% |
| 7D | +0.8% | -14.2% | +15.0% | +9.7% |
| 30D | -1.0% | -15.4% | +14.4% | +7.1% |
| 3M | -39.8% | +0.5% | -40.3% | -42.3% |
| 6M | +6.4% | -9.5% | +15.9% | +5.9% |
| YTD | -11.9% | -9.2% | -2.7% | -13.3% |
| 1Y | -6.2% | -29.4% | +23.2% | +6.9% |
| 3Y | +125.7% | +139.4% | -13.7% | +10.5% |
| 5Y | +296.0% | +178.9% | +117.1% | +43.4% |
| All | +265.9% | +319.2% | -53.3% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling