+240.3%
IONQ vs HUBS
-43.2%
+283.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -7.0% | -9.0% | +2.0% | -2.0% |
| 30D | -18.7% | +7.2% | -25.9% | -23.6% |
| 3M | -36.6% | +20.9% | -57.5% | -48.4% |
| 6M | +7.2% | -13.0% | +20.3% | -1.5% |
| YTD | -18.1% | -43.8% | +25.8% | -0.9% |
| 1Y | -21.9% | -54.6% | +32.8% | +7.3% |
| 3Y | +86.7% | -58.5% | +145.2% | +170.1% |
| 5Y | +267.5% | -66.4% | +333.9% | +474.8% |
| All | +240.3% | -43.2% | +283.4% | +370.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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