+734.3%
IONQ vs GEHC
+31.6%
+702.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.6% | +25.1% | +24.1% |
| 7D | +8.6% | +7.6% | +1.0% | +5.2% |
| 30D | -21.1% | +27.5% | -48.5% | -29.0% |
| 3M | -17.9% | +17.2% | -35.1% | -23.5% |
| 6M | -37.9% | +33.6% | -71.5% | -46.7% |
| YTD | -27.3% | +0.6% | -27.9% | -28.4% |
| 1Y | -43.2% | +11.3% | -54.5% | -47.5% |
| 3Y | +191.0% | +16.5% | +174.5% | +146.2% |
| All | +734.3% | +31.6% | +702.7% | +553.3% |
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 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