+105.6%
IONQ vs HUM
-10.8%
+116.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +7.1% | +2.1% | +5.0% | +7.2% |
| 30D | -8.9% | +4.7% | -13.6% | -8.8% |
| 3M | -35.6% | +13.5% | -49.1% | -35.3% |
| 6M | +13.3% | +126.7% | -113.4% | +14.9% |
| YTD | -9.8% | +58.5% | -68.4% | -10.8% |
| 1Y | -1.3% | +31.7% | -33.1% | -3.8% |
| All | +105.6% | -10.8% | +116.5% | +85.4% |
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