+144.7%
IONQ vs AXON
+211.0%
-66.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.8% | -0.7% | -4.8% |
| 7D | -16.7% | -12.7% | -4.0% | -9.7% |
| 30D | -38.9% | -8.6% | -30.3% | -35.5% |
| 3M | -33.8% | -37.2% | +3.4% | -15.3% |
| 6M | -44.9% | +0.5% | -45.5% | -49.6% |
| YTD | -41.1% | -32.6% | -8.5% | -31.5% |
| 1Y | -52.3% | -40.2% | -12.1% | -40.2% |
| 3Y | +128.2% | +76.1% | +52.1% | +32.9% |
| 5Y | +37.2% | +109.5% | -72.3% | -41.4% |
| All | +144.7% | +211.0% | -66.3% | -8.3% |
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 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