+185.7%
IONQ vs AXTI
+344.3%
-158.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.3% | -2.1% | -7.6% |
| 7D | +16.8% | +18.6% | -1.8% | +11.6% |
| 30D | -11.1% | -32.6% | +21.5% | -3.7% |
| 3M | -31.7% | -44.5% | +12.8% | -24.0% |
| 6M | -44.8% | -64.6% | +19.8% | -35.4% |
| YTD | -31.2% | +166.3% | -197.5% | -58.0% |
| 1Y | -39.1% | +296.5% | -335.7% | -67.4% |
| 3Y | +189.5% | +2,099.0% | -1,909.5% | -30.6% |
| 5Y | +53.2% | +377.9% | -324.8% | -39.4% |
| All | +185.7% | +344.3% | -158.5% | +13.4% |
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