+274.7%
IONQ vs JHX
+4.5%
+270.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.2% |
| 7D | +7.1% | +4.5% | +2.6% | +4.8% |
| 30D | -8.9% | -1.2% | -7.7% | -8.4% |
| 3M | -35.6% | +32.8% | -68.3% | -44.2% |
| 6M | +13.3% | +41.2% | -27.9% | -5.5% |
| YTD | -9.8% | +43.9% | -53.7% | -25.7% |
| 1Y | -1.3% | +48.0% | -49.4% | -21.2% |
| 3Y | +109.3% | +1.2% | +108.1% | +80.0% |
| 5Y | +304.7% | -22.6% | +327.3% | +245.1% |
| All | +274.7% | +4.5% | +270.3% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded JHX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling