+253.1%
IONQ vs AXTI
+603.2%
-350.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.8% | -5.5% |
| 7D | +1.3% | +21.0% | -19.7% | -3.4% |
| 30D | -10.3% | -6.6% | -3.7% | -9.6% |
| 3M | -32.7% | -12.1% | -20.7% | -34.0% |
| 6M | +6.3% | +78.7% | -72.4% | -17.7% |
| YTD | -15.0% | +321.5% | -336.5% | -52.3% |
| 1Y | -13.3% | +2,166.8% | -2,180.1% | -71.7% |
| 3Y | +97.2% | +2,807.6% | -2,710.4% | -53.3% |
| 5Y | +278.7% | +651.5% | -372.7% | +37.3% |
| All | +253.1% | +603.2% | -350.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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