+689.3%
IONQ vs GEHC
+30.8%
+658.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.9% | -8.5% | -9.0% |
| 7D | +16.8% | -2.3% | +19.0% | +17.8% |
| 30D | -11.1% | +19.0% | -30.2% | -17.5% |
| 3M | -31.7% | +13.3% | -45.0% | -35.4% |
| 6M | -44.8% | +31.5% | -76.3% | -52.1% |
| YTD | -31.2% | 0.0% | -31.2% | -32.0% |
| 1Y | -39.1% | +9.4% | -48.5% | -43.1% |
| 3Y | +189.5% | +18.3% | +171.1% | +143.3% |
| All | +689.3% | +30.8% | +658.5% | +520.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling