+135.8%
IONQ vs ALHC
+25.6%
+110.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.1% | -3.4% | -10.3% |
| 7D | -16.7% | -6.2% | -10.5% | -16.5% |
| 30D | -38.9% | -9.7% | -29.3% | -38.8% |
| 3M | -33.8% | -44.7% | +10.9% | -32.9% |
| 6M | -44.9% | -58.7% | +13.8% | -43.7% |
| YTD | -41.1% | -61.7% | +20.6% | -39.7% |
| 1Y | -52.3% | -55.7% | +3.4% | -51.5% |
| All | +135.8% | +25.6% | +110.2% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling