+215.4%
IONQ vs HAS
+65.2%
+150.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.8% |
| 7D | +15.3% | +2.0% | +13.3% | +13.9% |
| 30D | -6.1% | +30.9% | -37.0% | -21.6% |
| 3M | -21.6% | +28.8% | -50.4% | -34.3% |
| 6M | -40.1% | +32.3% | -72.5% | -51.8% |
| YTD | -24.1% | +54.7% | -78.8% | -46.5% |
| 1Y | -37.4% | +63.2% | -100.6% | -58.0% |
| 3Y | +219.5% | +220.7% | -1.2% | +15.1% |
| 5Y | +76.9% | +53.3% | +23.6% | +26.7% |
| All | +215.4% | +65.2% | +150.1% | +115.0% |
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