+150.0%
IONQ vs HUM
-5.3%
+155.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -6.5% |
| 7D | -11.5% | +3.7% | -15.2% | -11.6% |
| 30D | -8.1% | +5.5% | -13.6% | -8.3% |
| 3M | -35.8% | +17.1% | -52.9% | -36.0% |
| 6M | -47.7% | +48.3% | -96.0% | -47.7% |
| YTD | -35.6% | +77.4% | -113.0% | -37.1% |
| 1Y | -36.4% | +92.6% | -128.9% | -37.9% |
| 3Y | +150.0% | -6.1% | +156.2% | +146.8% |
| All | +150.0% | -5.3% | +155.4% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling