+274.7%
IONQ vs HIG
+207.2%
+67.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.0% |
| 7D | +7.1% | -1.1% | +8.2% | +7.4% |
| 30D | -8.9% | -4.9% | -4.0% | -7.7% |
| 3M | -35.6% | +6.8% | -42.3% | -37.5% |
| 6M | +13.3% | -1.7% | +15.0% | +12.6% |
| YTD | -9.8% | -0.2% | -9.6% | -11.1% |
| 1Y | -1.3% | +5.7% | -7.0% | -5.6% |
| 3Y | +109.3% | +100.3% | +9.0% | +59.1% |
| 5Y | +304.7% | +118.5% | +186.2% | +194.9% |
| All | +274.7% | +207.2% | +67.5% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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