+167.4%
IONQ vs HDB
-23.1%
+190.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.7% |
| 7D | -11.5% | +2.7% | -14.2% | -12.6% |
| 30D | -8.1% | +14.1% | -22.2% | -14.1% |
| 3M | -35.8% | +11.8% | -47.6% | -39.7% |
| 6M | -47.7% | +8.2% | -55.9% | -50.6% |
| YTD | -35.6% | -29.3% | -6.3% | -23.6% |
| 1Y | -36.4% | -28.8% | -7.6% | -24.9% |
| 3Y | +150.0% | -7.5% | +157.5% | +137.8% |
| 5Y | +43.3% | -23.1% | +66.4% | +47.0% |
| All | +167.4% | -23.1% | +190.5% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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