+224.0%
IONQ vs HAS
+62.3%
+161.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.5% |
| 7D | +16.7% | +3.3% | +13.4% | +14.3% |
| 30D | -12.3% | +30.5% | -42.8% | -26.7% |
| 3M | -17.7% | +29.9% | -47.6% | -31.5% |
| 6M | -28.9% | +26.5% | -55.5% | -41.2% |
| YTD | -22.0% | +51.9% | -74.0% | -44.4% |
| 1Y | -36.8% | +60.9% | -97.7% | -57.2% |
| 3Y | +228.2% | +215.0% | +13.2% | +19.7% |
| 5Y | +91.9% | +51.5% | +40.4% | +38.7% |
| All | +224.0% | +62.3% | +161.7% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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