+126.0%
IONQ vs HIG
+103.2%
+22.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | +0.8% | +0.3% | +0.5% | +0.8% |
| 30D | -1.0% | -3.2% | +2.2% | -0.5% |
| 3M | -39.8% | +9.1% | -49.0% | -41.9% |
| 6M | +6.4% | -1.8% | +8.2% | +7.0% |
| YTD | -11.9% | +1.8% | -13.7% | -13.0% |
| 1Y | -6.2% | +4.6% | -10.7% | -9.0% |
| All | +126.0% | +103.2% | +22.8% | +121.9% |
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