+274.7%
IONQ vs HUBS
-39.4%
+314.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +4.0% |
| 7D | +7.1% | -4.3% | +11.4% | +9.6% |
| 30D | -8.9% | +14.2% | -23.2% | -17.6% |
| 3M | -35.6% | +15.5% | -51.1% | -45.8% |
| 6M | +13.3% | -18.9% | +32.2% | +9.9% |
| YTD | -9.8% | -40.1% | +30.3% | +5.2% |
| 1Y | -1.3% | -51.8% | +50.5% | +31.1% |
| 3Y | +109.3% | -55.2% | +164.5% | +189.7% |
| 5Y | +304.7% | -64.7% | +369.4% | +512.4% |
| All | +274.7% | -39.4% | +314.1% | +399.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling