+202.0%
IONQ vs HWM
+633.9%
-431.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.5% | +20.9% | +21.7% |
| 7D | +8.6% | +3.4% | +5.2% | +6.1% |
| 30D | -21.1% | -7.5% | -13.6% | -17.2% |
| 3M | -17.9% | -28.9% | +11.0% | +2.1% |
| 6M | -37.9% | -19.6% | -18.3% | -30.6% |
| YTD | -27.3% | +0.6% | -27.9% | -32.9% |
| 1Y | -43.2% | +0.3% | -43.5% | -47.1% |
| 3Y | +191.0% | +326.1% | -135.1% | -8.5% |
| 5Y | +69.3% | +525.2% | -455.9% | -59.9% |
| All | +202.0% | +633.9% | -431.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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