+45.7%
IONQ vs HWM
+591.3%
-545.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.6% |
| 7D | -11.5% | +7.3% | -18.8% | -15.9% |
| 30D | -8.1% | +1.6% | -9.7% | -9.8% |
| 3M | -35.8% | -21.9% | -13.9% | -24.0% |
| 6M | -47.7% | -19.0% | -28.7% | -40.6% |
| YTD | -35.6% | +7.9% | -43.6% | -44.5% |
| 1Y | -36.4% | +9.9% | -46.3% | -45.7% |
| 3Y | +150.0% | +342.1% | -192.1% | -38.0% |
| All | +45.7% | +591.3% | -545.6% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling