+202.0%
IONQ vs HIG
+203.5%
-1.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.3% | +25.7% | +23.9% |
| 7D | +8.6% | +1.1% | +7.5% | +8.1% |
| 30D | -21.1% | +5.6% | -26.7% | -22.5% |
| 3M | -17.9% | -6.9% | -11.0% | -16.7% |
| 6M | -37.9% | +1.3% | -39.2% | -39.3% |
| YTD | -27.3% | -1.5% | -25.8% | -28.5% |
| 1Y | -43.2% | +6.6% | -49.8% | -46.2% |
| 3Y | +191.0% | +91.2% | +99.8% | +123.8% |
| 5Y | +69.3% | +106.1% | -36.8% | +23.6% |
| All | +202.0% | +203.5% | -1.4% | +109.0% |
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