+144.7%
IONQ vs HWM
+615.9%
-471.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.9% | -4.6% | -6.5% |
| 7D | -16.7% | -2.4% | -14.2% | -15.4% |
| 30D | -38.9% | -13.3% | -25.7% | -33.2% |
| 3M | -33.8% | -31.0% | -2.8% | -16.2% |
| 6M | -44.9% | -17.1% | -27.8% | -40.1% |
| YTD | -41.1% | -1.9% | -39.2% | -44.8% |
| 1Y | -52.3% | -2.4% | -49.9% | -54.8% |
| 3Y | +128.2% | +322.2% | -193.9% | -28.1% |
| 5Y | +37.2% | +509.8% | -472.7% | -67.0% |
| All | +144.7% | +615.9% | -471.2% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling