+191.0%
IONQ vs ALHC
+21.9%
+169.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.9% | +26.3% | +23.5% |
| 7D | +8.6% | +1.0% | +7.6% | +8.6% |
| 30D | -21.1% | -14.2% | -6.9% | -20.8% |
| 3M | -17.9% | -45.1% | +27.3% | -16.7% |
| 6M | -37.9% | -59.5% | +21.6% | -36.6% |
| YTD | -27.3% | -62.8% | +35.5% | -25.5% |
| 1Y | -43.2% | -55.5% | +12.3% | -42.3% |
| 3Y | +191.0% | +25.7% | +165.3% | +149.3% |
| All | +191.0% | +21.9% | +169.1% | +149.3% |
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 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