+173.5%
IONQ vs JBHT
+75.5%
+98.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.1% |
| 7D | -8.9% | +1.7% | -10.6% | -9.8% |
| 30D | -31.3% | -1.2% | -30.1% | -30.8% |
| 3M | -29.2% | -17.1% | -12.1% | -22.0% |
| 6M | -35.4% | -4.4% | -31.0% | -35.4% |
| YTD | -34.2% | +17.5% | -51.7% | -41.8% |
| 1Y | -44.7% | +32.6% | -77.3% | -54.5% |
| 3Y | +155.1% | +33.0% | +122.1% | +98.8% |
| 5Y | +79.8% | +20.3% | +59.5% | +45.8% |
| All | +173.5% | +75.5% | +98.0% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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