-44.7%
IONQ vs GEHC
+15.6%
-60.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -1.3% |
| 7D | -8.9% | +13.2% | -22.1% | -8.6% |
| 30D | -31.3% | +30.6% | -61.9% | -31.0% |
| 3M | -29.2% | +22.2% | -51.4% | -29.0% |
| 6M | -35.4% | +40.8% | -76.3% | -36.1% |
| YTD | -34.2% | +4.8% | -39.0% | -33.2% |
| 1Y | -44.7% | +15.7% | -60.4% | -42.3% |
| All | -44.7% | +15.6% | -60.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling