+202.0%
IONQ vs HBM
+193.4%
+8.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.6% | +21.8% | +22.7% |
| 7D | +8.6% | -3.6% | +12.2% | +10.7% |
| 30D | -21.1% | -19.2% | -1.9% | -12.5% |
| 3M | -17.9% | -20.5% | +2.6% | -8.4% |
| 6M | -37.9% | -12.8% | -25.1% | -33.8% |
| YTD | -27.3% | +5.4% | -32.7% | -29.2% |
| 1Y | -43.2% | +33.0% | -76.2% | -50.0% |
| 3Y | +191.0% | +357.3% | -166.3% | +51.0% |
| 5Y | +69.3% | +210.4% | -141.1% | -3.5% |
| All | +202.0% | +193.4% | +8.6% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling