+274.7%
IONQ vs HYG
+23.2%
+251.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.7% |
| 7D | +7.1% | 0.0% | +7.1% | +7.0% |
| 30D | -8.9% | -0.1% | -8.8% | -8.4% |
| 3M | -35.6% | +1.0% | -36.5% | -38.0% |
| 6M | +13.3% | +2.3% | +10.9% | +4.2% |
| YTD | -9.8% | +2.1% | -11.9% | -16.0% |
| 1Y | -1.3% | +3.8% | -5.1% | -14.1% |
| 3Y | +109.3% | +26.7% | +82.6% | -13.8% |
| 5Y | +304.7% | +19.3% | +285.4% | +179.4% |
| All | +274.7% | +23.2% | +251.5% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling