-1.3%
IONQ vs HBM
+122.7%
-124.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.3% | -0.9% |
| 7D | +7.1% | +7.4% | -0.2% | +2.7% |
| 30D | -8.9% | +5.1% | -14.0% | -11.4% |
| 3M | -35.6% | +11.1% | -46.7% | -39.8% |
| 6M | +13.3% | +30.2% | -16.9% | -2.3% |
| YTD | -9.8% | +46.2% | -56.0% | -24.8% |
| 1Y | -1.3% | +120.0% | -121.4% | -9.6% |
| All | -1.3% | +122.7% | -124.1% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling