+638.6%
IONQ vs GEHC
+32.6%
+606.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.9% | -7.0% |
| 7D | -11.5% | +0.8% | -12.2% | -11.7% |
| 30D | -8.1% | +21.3% | -29.4% | -15.4% |
| 3M | -35.8% | +12.6% | -48.4% | -39.1% |
| 6M | -47.7% | +34.3% | -82.0% | -55.1% |
| YTD | -35.6% | +1.4% | -37.1% | -36.8% |
| 1Y | -36.4% | +12.5% | -48.8% | -41.4% |
| 3Y | +150.0% | +19.2% | +130.8% | +109.5% |
| All | +638.6% | +32.6% | +606.0% | +477.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling