+227.2%
IONQ vs HL
+131.3%
+95.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.5% | +3.8% | +6.8% |
| 7D | +25.5% | +13.8% | +11.6% | +20.0% |
| 30D | -11.4% | -9.7% | -1.7% | -8.3% |
| 3M | -20.5% | -8.5% | -11.9% | -18.7% |
| 6M | -28.2% | -17.2% | -11.1% | -24.3% |
| YTD | -21.2% | -19.6% | -1.6% | -16.7% |
| 1Y | -40.4% | +11.1% | -51.5% | -42.8% |
| 3Y | +214.7% | +299.7% | -85.0% | +85.0% |
| 5Y | +56.9% | +156.5% | -99.6% | -1.4% |
| All | +227.2% | +131.3% | +95.9% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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