-21.9%
IONQ vs HUM
+50.8%
-72.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.4% |
| 7D | -7.0% | +2.1% | -9.1% | -7.1% |
| 30D | -18.7% | +5.4% | -24.1% | -18.9% |
| 3M | -36.6% | +11.4% | -48.0% | -36.9% |
| 6M | +7.2% | +141.5% | -134.3% | +0.5% |
| YTD | -18.1% | +61.2% | -79.3% | -26.3% |
| 1Y | -21.9% | +49.2% | -71.0% | -31.0% |
| All | -21.9% | +50.8% | -72.7% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling