+185.7%
IONQ vs HUM
+12.2%
+173.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.3% |
| 7D | +16.8% | +7.7% | +9.0% | +16.0% |
| 30D | -11.1% | +5.8% | -16.9% | -11.5% |
| 3M | -31.7% | +14.3% | -46.1% | -32.4% |
| 6M | -44.8% | +50.9% | -95.7% | -46.2% |
| YTD | -31.2% | +74.9% | -106.1% | -34.8% |
| 1Y | -39.1% | +86.9% | -126.0% | -42.7% |
| 3Y | +189.5% | -6.7% | +196.2% | +198.2% |
| 5Y | +53.2% | +4.8% | +48.4% | +47.5% |
| All | +185.7% | +12.2% | +173.5% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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