-40.1%
HOOD vs IONQ
-40.2%
0.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | -5.1% | +16.7% | -21.7% | -11.9% |
| 30D | -25.4% | -12.3% | -13.1% | -22.1% |
| 3M | -14.0% | -17.7% | +3.8% | -8.2% |
| 6M | +5.6% | -28.9% | +34.5% | +15.3% |
| YTD | -28.1% | -22.0% | -6.1% | -29.9% |
| 1Y | -40.1% | -36.8% | -3.3% | -37.0% |
| All | -40.1% | -40.2% | 0.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 1y: compounded portfolio wealth divided by compounded IONQ 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…
1y analysis · Full analysis span regression · 6 months rolling