+235.9%
IONQ vs ALHC
-61.8%
+297.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.5% |
| 7D | +25.5% | +3.9% | +21.6% | +24.6% |
| 30D | -11.4% | -3.6% | -7.8% | -11.2% |
| 3M | -20.5% | -49.4% | +28.9% | -12.9% |
| 6M | -28.2% | -59.5% | +31.2% | -20.7% |
| YTD | -21.2% | -63.2% | +42.0% | -12.1% |
| 1Y | -40.4% | -55.5% | +15.1% | -35.9% |
| 3Y | +214.7% | +23.0% | +191.7% | +137.6% |
| 5Y | +56.9% | -65.7% | +122.6% | +31.4% |
| All | +235.9% | -61.8% | +297.8% | +170.7% |
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