+224.0%
IONQ vs HBM
+208.0%
+15.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.7% |
| 7D | +16.7% | +2.4% | +14.3% | +15.7% |
| 30D | -12.3% | -16.0% | +3.7% | -4.5% |
| 3M | -17.7% | -21.3% | +3.6% | -7.9% |
| 6M | -28.9% | -12.2% | -16.7% | -24.5% |
| YTD | -22.0% | +10.7% | -32.7% | -25.7% |
| 1Y | -36.8% | +30.3% | -67.1% | -43.9% |
| 3Y | +228.2% | +432.2% | -204.0% | +61.0% |
| 5Y | +91.9% | +218.8% | -126.9% | +7.2% |
| All | +224.0% | +208.0% | +15.9% | +82.0% |
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