-21.9%
IONQ vs HYG
+3.1%
-24.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | 0.0% |
| 7D | -7.0% | -0.7% | -6.3% | -0.7% |
| 30D | -18.7% | -0.7% | -18.0% | -12.9% |
| 3M | -36.6% | -0.2% | -36.4% | -34.5% |
| 6M | +7.2% | +1.4% | +5.8% | +0.4% |
| YTD | -18.1% | +1.5% | -19.6% | -23.0% |
| 1Y | -21.9% | +2.9% | -24.8% | -37.7% |
| All | -21.9% | +3.1% | -24.9% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling