+274.7%
IONQ vs HBM
+307.0%
-32.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.3% | -0.2% |
| 7D | +7.1% | +7.4% | -0.2% | +3.7% |
| 30D | -8.9% | +5.1% | -14.0% | -10.9% |
| 3M | -35.6% | +11.1% | -46.7% | -38.9% |
| 6M | +13.3% | +30.2% | -16.9% | 0.0% |
| YTD | -9.8% | +46.2% | -56.0% | -24.5% |
| 1Y | -1.3% | +120.0% | -121.4% | -31.3% |
| 3Y | +109.3% | +527.4% | -418.2% | -6.5% |
| 5Y | +304.7% | +400.4% | -95.7% | +93.6% |
| All | +274.7% | +307.0% | -32.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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