+268.4%
IONQ vs HUBS
-67.3%
+335.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -1.7% |
| 7D | -5.6% | -12.4% | +6.8% | +2.0% |
| 30D | -15.2% | +1.4% | -16.6% | -18.0% |
| 3M | -34.9% | +16.0% | -50.9% | -46.5% |
| 6M | +4.9% | -17.0% | +21.9% | -1.3% |
| YTD | -17.9% | -44.3% | +26.4% | +1.2% |
| 1Y | -16.0% | -54.3% | +38.3% | +17.4% |
| 3Y | +90.5% | -58.4% | +148.9% | +179.6% |
| 5Y | +268.4% | -66.7% | +335.1% | +618.0% |
| All | +268.4% | -67.3% | +335.7% | +618.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling