+185.7%
IONQ vs HWM
+695.6%
-509.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -9.1% |
| 7D | +16.8% | +11.1% | +5.6% | +8.9% |
| 30D | -11.1% | +3.0% | -14.1% | -13.5% |
| 3M | -31.7% | -20.7% | -11.0% | -21.1% |
| 6M | -44.8% | -17.2% | -27.6% | -38.9% |
| YTD | -31.2% | +9.1% | -40.3% | -39.9% |
| 1Y | -39.1% | +9.0% | -48.2% | -46.5% |
| 3Y | +189.5% | +353.8% | -164.3% | -12.6% |
| 5Y | +53.2% | +608.0% | -554.9% | -66.3% |
| All | +185.7% | +695.6% | -509.8% | -41.4% |
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