+227.2%
IONQ vs HUBB
+207.9%
+19.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.5% | +6.1% |
| 7D | +25.5% | +1.8% | +23.6% | +24.6% |
| 30D | -11.4% | -6.9% | -4.5% | -6.3% |
| 3M | -20.5% | -13.8% | -6.6% | -10.5% |
| 6M | -28.2% | -9.8% | -18.4% | -22.4% |
| YTD | -21.2% | +0.3% | -21.5% | -23.8% |
| 1Y | -40.4% | -3.3% | -37.0% | -40.2% |
| 3Y | +214.7% | +61.0% | +153.7% | +124.1% |
| 5Y | +56.9% | +128.5% | -71.6% | -14.6% |
| All | +227.2% | +207.9% | +19.3% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling