+227.2%
IONQ vs W
-48.3%
+275.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +6.3% |
| 7D | +25.5% | +3.3% | +22.2% | +23.2% |
| 30D | -11.4% | +10.5% | -21.9% | -15.5% |
| 3M | -20.5% | +9.6% | -30.1% | -24.5% |
| 6M | -28.2% | +76.4% | -104.6% | -47.5% |
| YTD | -21.2% | +16.4% | -37.6% | -31.5% |
| 1Y | -40.4% | +9.3% | -49.7% | -47.3% |
| 3Y | +214.7% | +172.8% | +41.9% | +49.2% |
| 5Y | +56.9% | -53.4% | +110.2% | +38.7% |
| All | +227.2% | -48.3% | +275.5% | +180.4% |
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