+917.8%
HOOD vs IONQ
+221.6%
+696.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.8% |
| 7D | -3.2% | +15.3% | -18.5% | -8.1% |
| 30D | -22.6% | -6.1% | -16.5% | -21.7% |
| 3M | -10.4% | -21.6% | +11.2% | -4.7% |
| 6M | +4.7% | -40.1% | +44.8% | +18.4% |
| YTD | -25.2% | -24.1% | -1.1% | -23.0% |
| 1Y | -35.9% | -37.4% | +1.5% | -31.0% |
| All | +917.8% | +221.6% | +696.2% | +486.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling