+241.1%
IONQ vs HYG
+22.4%
+218.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -1.1% |
| 7D | -5.6% | -0.7% | -4.8% | -1.9% |
| 30D | -15.2% | -0.6% | -14.6% | -12.5% |
| 3M | -34.9% | +0.4% | -35.4% | -35.6% |
| 6M | +4.9% | +1.2% | +3.7% | +1.8% |
| YTD | -17.9% | +1.5% | -19.4% | -21.0% |
| 1Y | -16.0% | +3.2% | -19.2% | -24.6% |
| 3Y | +90.5% | +25.9% | +64.6% | -18.9% |
| 5Y | +268.4% | +18.6% | +249.8% | +162.3% |
| All | +241.1% | +22.4% | +218.7% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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