+167.4%
IONQ vs HBM
+200.0%
-32.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.9% |
| 7D | -11.5% | +2.2% | -13.7% | -12.3% |
| 30D | -8.1% | -11.8% | +3.7% | -2.2% |
| 3M | -35.8% | -19.2% | -16.6% | -28.8% |
| 6M | -47.7% | -22.9% | -24.9% | -41.1% |
| YTD | -35.6% | +7.8% | -43.4% | -37.9% |
| 1Y | -36.4% | +34.9% | -71.3% | -44.3% |
| 3Y | +150.0% | +422.2% | -272.2% | +24.0% |
| 5Y | +43.3% | +192.8% | -149.5% | -18.0% |
| All | +167.4% | +200.0% | -32.6% | +52.2% |
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