+250.7%
HOOD vs IONQ
+298.8%
-48.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.5% |
| 7D | +17.1% | +0.8% | +16.3% | +17.0% |
| 30D | +31.6% | -1.0% | +32.6% | +31.9% |
| 3M | +38.2% | -39.8% | +78.1% | +57.7% |
| 6M | +48.5% | +6.4% | +42.1% | +42.2% |
| YTD | +8.0% | -11.9% | +19.9% | +8.2% |
| 1Y | +18.7% | -6.2% | +24.8% | +12.8% |
| 3Y | +999.1% | +125.7% | +873.4% | +570.9% |
| 5Y | +181.7% | +296.0% | -114.3% | +49.3% |
| All | +250.7% | +298.8% | -48.1% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling