+52.8%
IONQ vs HIG
+104.7%
-51.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.3% | +25.7% | +24.1% |
| 7D | +8.6% | +1.1% | +7.5% | +7.9% |
| 30D | -21.1% | +5.6% | -26.7% | -23.0% |
| 3M | -17.9% | -6.9% | -11.0% | -16.3% |
| 6M | -37.9% | +1.3% | -39.2% | -39.8% |
| YTD | -27.3% | -1.5% | -25.8% | -28.9% |
| 1Y | -43.2% | +6.6% | -49.8% | -47.3% |
| 3Y | +191.0% | +91.2% | +99.8% | +93.0% |
| All | +52.8% | +104.7% | -51.9% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling