+193.3%
IONQ vs ALHC
-60.6%
+254.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.5% | -6.9% | -9.0% |
| 7D | +16.8% | -0.8% | +17.6% | +16.8% |
| 30D | -11.1% | -9.6% | -1.5% | -9.9% |
| 3M | -31.7% | -44.5% | +12.8% | -26.2% |
| 6M | -44.8% | -59.2% | +14.4% | -38.9% |
| YTD | -31.2% | -62.0% | +30.8% | -23.6% |
| 1Y | -39.1% | -54.8% | +15.7% | -34.7% |
| 3Y | +189.5% | +25.0% | +164.5% | +118.6% |
| 5Y | +53.2% | -65.3% | +118.5% | +27.7% |
| All | +193.3% | -60.6% | +254.0% | +135.3% |
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