+37.2%
IONQ vs ALHC
-62.4%
+99.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.1% | -3.4% | -9.4% |
| 7D | -16.7% | -6.2% | -10.5% | -15.8% |
| 30D | -38.9% | -9.7% | -29.3% | -38.2% |
| 3M | -33.8% | -44.7% | +10.9% | -28.1% |
| 6M | -44.9% | -58.7% | +13.8% | -39.0% |
| YTD | -41.1% | -61.7% | +20.6% | -34.3% |
| 1Y | -52.3% | -55.7% | +3.4% | -48.5% |
| 3Y | +128.2% | +25.6% | +102.7% | +66.4% |
| 5Y | +37.2% | -65.8% | +102.9% | +7.8% |
| All | +37.2% | -62.4% | +99.6% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling