+86.7%
IONQ vs JHX
-4.5%
+91.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -7.0% | -6.3% | -0.7% | -4.6% |
| 30D | -18.7% | -7.7% | -11.0% | -16.1% |
| 3M | -36.6% | +19.2% | -55.8% | -40.8% |
| 6M | +7.2% | +38.3% | -31.0% | -6.1% |
| YTD | -18.1% | +37.2% | -55.3% | -28.2% |
| 1Y | -21.9% | +42.3% | -64.2% | -33.1% |
| 3Y | +86.7% | -4.4% | +91.1% | +91.5% |
| All | +86.7% | -4.5% | +91.2% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling