+215.4%
IONQ vs HAL
+90.1%
+125.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.0% | -3.9% |
| 7D | +15.3% | -0.2% | +15.5% | +15.4% |
| 30D | -6.1% | +1.0% | -7.1% | -6.5% |
| 3M | -21.6% | -2.1% | -19.5% | -21.4% |
| 6M | -40.1% | -17.5% | -22.7% | -36.4% |
| YTD | -24.1% | +18.1% | -42.2% | -31.3% |
| 1Y | -37.4% | +19.7% | -57.1% | -43.6% |
| 3Y | +219.5% | -7.9% | +227.4% | +206.2% |
| 5Y | +76.9% | +53.1% | +23.9% | +44.8% |
| All | +215.4% | +90.1% | +125.3% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling