+150.0%
IONQ vs HIG
+96.1%
+54.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.4% |
| 7D | -11.5% | +2.6% | -14.1% | -11.5% |
| 30D | -8.1% | +4.2% | -12.3% | -8.5% |
| 3M | -35.8% | +0.2% | -36.0% | -35.7% |
| 6M | -47.7% | +4.6% | -52.3% | -48.9% |
| YTD | -35.6% | +1.1% | -36.7% | -36.3% |
| 1Y | -36.4% | +4.7% | -41.1% | -38.5% |
| 3Y | +150.0% | +95.5% | +54.6% | +181.1% |
| All | +150.0% | +96.1% | +54.0% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling