-44.7%
IONQ vs ALHC
-51.4%
+6.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.1% | -11.6% | -1.4% |
| 7D | -8.9% | -0.5% | -8.4% | -9.1% |
| 30D | -31.3% | -4.2% | -27.0% | -31.3% |
| 3M | -29.2% | -39.8% | +10.6% | -29.5% |
| 6M | -35.4% | -57.7% | +22.3% | -33.4% |
| YTD | -34.2% | -58.8% | +24.6% | -35.1% |
| 1Y | -44.7% | -52.4% | +7.7% | -49.2% |
| All | -44.7% | -51.4% | +6.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling