+240.3%
IONQ vs JHX
-0.4%
+240.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -7.0% | -6.3% | -0.7% | -4.0% |
| 30D | -18.7% | -7.7% | -11.0% | -15.4% |
| 3M | -36.6% | +19.2% | -55.8% | -41.9% |
| 6M | +7.2% | +38.3% | -31.0% | -9.6% |
| YTD | -18.1% | +37.2% | -55.3% | -31.0% |
| 1Y | -21.9% | +42.3% | -64.2% | -36.3% |
| 3Y | +86.7% | -4.4% | +91.1% | +65.4% |
| 5Y | +267.5% | -26.4% | +293.9% | +220.9% |
| All | +240.3% | -0.4% | +240.7% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling