+268.4%
IONQ vs JHX
-27.7%
+296.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.1% |
| 7D | -5.6% | -4.9% | -0.7% | -3.1% |
| 30D | -15.2% | -9.3% | -5.9% | -10.8% |
| 3M | -34.9% | +28.1% | -63.0% | -42.9% |
| 6M | +4.9% | +35.2% | -30.3% | -11.5% |
| YTD | -17.9% | +35.9% | -53.8% | -31.2% |
| 1Y | -16.0% | +42.5% | -58.5% | -32.5% |
| 3Y | +90.5% | -4.5% | +95.0% | +64.5% |
| 5Y | +268.4% | -27.1% | +295.5% | +251.6% |
| All | +268.4% | -27.7% | +296.1% | +251.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling