+122.7%
HOOD vs IONQ
+39.6%
+83.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.4% | +2.1% | -2.3% |
| 7D | -3.8% | -11.5% | +7.7% | -0.3% |
| 30D | -23.0% | -8.1% | -14.9% | -21.7% |
| 3M | -21.6% | -35.8% | +14.1% | -11.5% |
| 6M | +1.4% | -47.7% | +49.2% | +19.4% |
| YTD | -31.2% | -35.6% | +4.5% | -25.3% |
| 1Y | -35.9% | -36.4% | +0.5% | -30.7% |
| 3Y | +836.9% | +150.0% | +686.9% | +433.1% |
| All | +122.7% | +39.6% | +83.1% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling