+265.9%
IONQ vs HWM
+823.9%
-557.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.6% |
| 7D | +0.8% | -2.1% | +2.9% | +1.8% |
| 30D | -1.0% | -11.0% | +10.0% | +6.9% |
| 3M | -39.8% | +4.0% | -43.8% | -42.7% |
| 6M | +6.4% | -0.2% | +6.7% | +3.5% |
| YTD | -11.9% | +26.7% | -38.6% | -29.7% |
| 1Y | -6.2% | +44.7% | -50.9% | -31.8% |
| 3Y | +125.7% | +426.1% | -300.4% | -37.8% |
| 5Y | +296.0% | +738.5% | -442.5% | -20.4% |
| All | +265.9% | +823.9% | -557.9% | -31.4% |
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 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