+265.9%
IONQ vs HBM
+284.9%
-18.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +0.8% | -6.4% | +7.2% | +3.9% |
| 30D | -1.0% | +5.9% | -6.9% | -3.3% |
| 3M | -39.8% | -8.9% | -30.9% | -37.4% |
| 6M | +6.4% | +10.7% | -4.2% | +0.9% |
| YTD | -11.9% | +38.3% | -50.2% | -24.3% |
| 1Y | -6.2% | +121.3% | -127.5% | -34.8% |
| 3Y | +125.7% | +450.6% | -324.9% | +6.1% |
| 5Y | +296.0% | +338.0% | -42.0% | +96.4% |
| All | +265.9% | +284.9% | -18.9% | +85.3% |
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