+253.1%
IONQ vs HALO
+149.7%
+103.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -4.9% | -5.4% |
| 7D | +1.3% | -2.1% | +3.4% | +2.2% |
| 30D | -10.3% | +4.6% | -15.0% | -12.1% |
| 3M | -32.7% | +50.2% | -83.0% | -43.9% |
| 6M | +6.3% | +57.6% | -51.3% | -13.4% |
| YTD | -15.0% | +59.6% | -74.6% | -31.4% |
| 1Y | -13.3% | +41.2% | -54.5% | -26.7% |
| 3Y | +97.2% | +178.9% | -81.7% | +1.4% |
| 5Y | +278.7% | +160.1% | +118.7% | +94.0% |
| All | +253.1% | +149.7% | +103.4% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 10y: compounded portfolio wealth divided by compounded HALO 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…
10y analysis · Full analysis span regression · 6 months rolling