+268.4%
IONQ vs HALO
+157.2%
+111.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -5.6% | -3.4% | -2.2% | -4.2% |
| 30D | -15.2% | +4.3% | -19.5% | -16.7% |
| 3M | -34.9% | +51.8% | -86.7% | -45.9% |
| 6M | +4.9% | +57.8% | -52.9% | -14.5% |
| YTD | -17.9% | +59.0% | -76.9% | -33.5% |
| 1Y | -16.0% | +41.2% | -57.2% | -28.9% |
| 3Y | +90.5% | +177.8% | -87.4% | -3.8% |
| 5Y | +268.4% | +159.5% | +108.9% | +56.0% |
| All | +268.4% | +157.2% | +111.2% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling