+135.8%
IONQ vs HTZ
-81.0%
+216.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -20.8% | +10.3% | -5.5% |
| 7D | -16.7% | -7.7% | -8.9% | -15.2% |
| 30D | -38.9% | -13.1% | -25.8% | -37.1% |
| 3M | -33.8% | +14.7% | -48.6% | -37.7% |
| 6M | -44.9% | -70.6% | +25.7% | -30.1% |
| YTD | -41.1% | -65.2% | +24.1% | -29.4% |
| 1Y | -52.3% | -73.2% | +20.9% | -39.4% |
| All | +135.8% | -81.0% | +216.7% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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