-17.9%
IONQ vs HBM
-19.2%
+1.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.6% | +21.8% | +22.1% |
| 7D | +8.6% | -3.6% | +12.2% | +12.2% |
| 30D | -21.1% | -19.2% | -1.9% | -6.7% |
| 3M | -17.9% | -20.5% | +2.6% | -4.5% |
| All | -17.9% | -19.2% | +1.4% | -4.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling