+224.0%
IONQ vs HIG
+212.1%
+11.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | +16.7% | +2.1% | +14.5% | +16.0% |
| 30D | -12.3% | +6.7% | -19.0% | -14.0% |
| 3M | -17.7% | -1.9% | -15.8% | -17.7% |
| 6M | -28.9% | +5.3% | -34.3% | -31.3% |
| YTD | -22.0% | +1.3% | -23.4% | -23.7% |
| 1Y | -36.8% | +7.2% | -44.0% | -39.9% |
| 3Y | +228.2% | +96.6% | +131.6% | +150.9% |
| 5Y | +91.9% | +110.0% | -18.1% | +39.2% |
| All | +224.0% | +212.1% | +11.9% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling