+224.0%
IONQ vs W
-50.2%
+274.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.7% |
| 7D | +16.7% | +1.1% | +15.6% | +15.7% |
| 30D | -12.3% | +6.4% | -18.7% | -14.9% |
| 3M | -17.7% | +9.0% | -26.7% | -21.7% |
| 6M | -28.9% | +69.8% | -98.8% | -47.1% |
| YTD | -22.0% | +12.1% | -34.1% | -31.0% |
| 1Y | -36.8% | 0.0% | -36.8% | -41.6% |
| 3Y | +228.2% | +160.3% | +67.9% | +59.0% |
| 5Y | +91.9% | -53.3% | +145.2% | +70.7% |
| All | +224.0% | -50.2% | +274.2% | +182.3% |
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