+232.6%
IONQ vs ALHC
-59.7%
+292.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.8% |
| 7D | +16.7% | +3.8% | +12.9% | +15.9% |
| 30D | -12.3% | +1.7% | -13.9% | -12.8% |
| 3M | -17.7% | -44.3% | +26.6% | -11.2% |
| 6M | -28.9% | -57.2% | +28.3% | -22.2% |
| YTD | -22.0% | -61.2% | +39.1% | -13.7% |
| 1Y | -36.8% | -53.2% | +16.4% | -32.6% |
| 3Y | +228.2% | +27.8% | +200.4% | +146.9% |
| 5Y | +91.9% | -65.4% | +157.3% | +59.5% |
| All | +232.6% | -59.7% | +292.3% | +165.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling