-1.3%
IONQ vs GEHC
-12.1%
+10.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.4% |
| 7D | +7.1% | -5.2% | +12.3% | +7.1% |
| 30D | -8.9% | -7.0% | -2.0% | -8.8% |
| 3M | -35.6% | +3.3% | -38.9% | -35.5% |
| 6M | +13.3% | -10.0% | +23.3% | +14.5% |
| YTD | -9.8% | -18.5% | +8.7% | -8.3% |
| 1Y | -1.3% | -14.4% | +13.1% | +3.0% |
| All | -1.3% | -12.1% | +10.8% | +3.0% |
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