+108.3%
IONQ vs GEHC
+0.1%
+108.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +0.8% | -4.0% | +4.8% | +2.6% |
| 30D | -1.0% | -2.0% | +0.9% | -0.2% |
| 3M | -39.8% | +8.0% | -47.8% | -43.1% |
| 6M | +6.4% | -12.8% | +19.2% | +12.6% |
| YTD | -11.9% | -15.9% | +4.0% | -5.4% |
| 1Y | -6.2% | -6.9% | +0.8% | -7.2% |
| All | +108.3% | +0.1% | +108.2% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling