+113.0%
HOOD vs IONQ
+52.1%
+61.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +23.4% | -20.2% | -4.0% |
| 7D | -4.8% | +8.6% | -13.4% | -7.8% |
| 30D | -26.1% | -21.1% | -5.0% | -21.3% |
| 3M | -10.8% | -17.9% | +7.1% | -6.6% |
| 6M | +2.4% | -37.9% | +40.3% | +14.2% |
| YTD | -28.5% | -27.3% | -1.2% | -25.1% |
| 1Y | -36.3% | -43.2% | +6.9% | -29.2% |
| 3Y | +743.7% | +191.0% | +552.7% | +359.3% |
| All | +113.0% | +52.1% | +61.0% | -1.0% |
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 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