+135.8%
IONQ vs HAS
+182.9%
-47.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.7% | -8.9% | -9.8% |
| 7D | -16.7% | 0.0% | -16.7% | -16.6% |
| 30D | -38.9% | +31.3% | -70.3% | -46.0% |
| 3M | -33.8% | +32.1% | -65.9% | -41.9% |
| 6M | -44.9% | +28.1% | -73.1% | -51.7% |
| YTD | -41.1% | +49.1% | -90.2% | -53.1% |
| 1Y | -52.3% | +60.5% | -112.8% | -63.9% |
| All | +135.8% | +182.9% | -47.1% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling