+227.2%
IONQ vs HIG
+205.4%
+21.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.2% |
| 7D | +25.5% | -0.5% | +25.9% | +25.5% |
| 30D | -11.4% | +4.5% | -15.9% | -12.7% |
| 3M | -20.5% | -5.5% | -15.0% | -19.6% |
| 6M | -28.2% | +3.1% | -31.3% | -30.2% |
| YTD | -21.2% | -0.8% | -20.4% | -22.6% |
| 1Y | -40.4% | +6.1% | -46.5% | -43.3% |
| 3Y | +214.7% | +94.1% | +120.6% | +141.0% |
| 5Y | +56.9% | +106.4% | -49.6% | +14.4% |
| All | +227.2% | +205.4% | +21.8% | +126.2% |
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