+910.7%
IONQ vs GEHC
+10.0%
+900.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +0.8% | -4.0% | +4.8% | +2.5% |
| 30D | -1.0% | -2.0% | +0.9% | -0.2% |
| 3M | -39.8% | +8.0% | -47.8% | -42.9% |
| 6M | +6.4% | -12.8% | +19.2% | +11.9% |
| YTD | -11.9% | -15.9% | +4.0% | -6.1% |
| 1Y | -6.2% | -6.9% | +0.8% | -6.9% |
| 3Y | +125.7% | 0.0% | +125.7% | +104.2% |
| All | +910.7% | +10.0% | +900.8% | +756.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling