+91.9%
IONQ vs HWM
+574.1%
-482.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.0% |
| 7D | +16.7% | -1.8% | +18.4% | +18.8% |
| 30D | -12.3% | -2.7% | -9.6% | -10.9% |
| 3M | -17.7% | -22.7% | +5.0% | -1.9% |
| 6M | -28.9% | -18.9% | -10.0% | -19.4% |
| YTD | -22.0% | +7.1% | -29.1% | -32.3% |
| 1Y | -36.8% | +4.7% | -41.5% | -43.6% |
| 3Y | +228.2% | +345.6% | -117.3% | -18.2% |
| 5Y | +91.9% | +588.3% | -496.3% | -69.3% |
| All | +91.9% | +574.1% | -482.1% | -69.3% |
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