+167.4%
IONQ vs W
-50.5%
+217.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.6% |
| 7D | -11.5% | +0.2% | -11.6% | -11.4% |
| 30D | -8.1% | +6.8% | -14.9% | -11.0% |
| 3M | -35.8% | +10.7% | -46.5% | -39.3% |
| 6M | -47.7% | +86.3% | -134.1% | -62.5% |
| YTD | -35.6% | +11.5% | -47.1% | -42.9% |
| 1Y | -36.4% | +5.1% | -41.5% | -42.7% |
| 3Y | +150.0% | +171.0% | -20.9% | +19.1% |
| 5Y | +43.3% | -56.6% | +99.9% | +30.0% |
| All | +167.4% | -50.5% | +217.9% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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