+185.7%
IONQ vs HUBB
+205.4%
-19.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -8.4% |
| 7D | +16.8% | +4.6% | +12.2% | +13.3% |
| 30D | -11.1% | -8.4% | -2.8% | -4.8% |
| 3M | -31.7% | -14.3% | -17.4% | -22.8% |
| 6M | -44.8% | -9.3% | -35.4% | -40.4% |
| YTD | -31.2% | -0.5% | -30.7% | -33.0% |
| 1Y | -39.1% | -2.1% | -37.0% | -39.5% |
| 3Y | +189.5% | +57.2% | +132.3% | +109.7% |
| 5Y | +53.2% | +127.1% | -74.0% | -16.1% |
| All | +185.7% | +205.4% | -19.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling