-32.3%
IONQ vs AXTX
-92.7%
+60.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.1% | +1.7% | -5.2% |
| 7D | -11.5% | +9.8% | -21.3% | -14.0% |
| 30D | -8.1% | -65.3% | +57.2% | +1.2% |
| 3M | -35.8% | -83.3% | +47.5% | -25.7% |
| 6M | -47.7% | -97.0% | +49.2% | -36.5% |
| All | -32.3% | -92.7% | +60.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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