+215.4%
IONQ vs HALO
+136.5%
+78.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | +15.3% | -22.0% | +37.3% | +25.0% |
| 30D | -6.1% | -8.5% | +2.4% | -5.1% |
| 3M | -21.6% | -0.9% | -20.7% | -23.6% |
| 6M | -40.1% | +53.1% | -93.2% | -52.3% |
| YTD | -24.1% | +51.1% | -75.2% | -39.1% |
| 1Y | -37.4% | +45.0% | -82.4% | -49.0% |
| 3Y | +219.5% | +173.0% | +46.5% | +61.3% |
| 5Y | +76.9% | +163.6% | -86.7% | -11.8% |
| All | +215.4% | +136.5% | +78.9% | +67.3% |
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