+771.1%
IONQ vs GEHC
+32.0%
+739.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | +15.3% | -3.7% | +19.0% | +17.1% |
| 30D | -6.1% | +22.0% | -28.1% | -13.8% |
| 3M | -21.6% | +13.6% | -35.2% | -25.9% |
| 6M | -40.1% | +34.0% | -74.2% | -48.5% |
| YTD | -24.1% | +0.9% | -25.0% | -25.3% |
| 1Y | -37.4% | +12.7% | -50.2% | -42.5% |
| 3Y | +219.5% | +19.4% | +200.1% | +167.5% |
| All | +771.1% | +32.0% | +739.1% | +581.8% |
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