+185.7%
IONQ vs W
-50.7%
+236.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.6% | -6.8% | -8.2% |
| 7D | +16.8% | -1.7% | +18.4% | +17.7% |
| 30D | -11.1% | +3.2% | -14.4% | -12.5% |
| 3M | -31.7% | +8.3% | -40.0% | -34.8% |
| 6M | -44.8% | +84.3% | -129.1% | -60.1% |
| YTD | -31.2% | +11.0% | -42.2% | -38.8% |
| 1Y | -39.1% | -0.2% | -38.9% | -43.7% |
| 3Y | +189.5% | +157.9% | +31.6% | +40.9% |
| 5Y | +53.2% | -56.8% | +109.9% | +39.1% |
| All | +185.7% | -50.7% | +236.4% | +150.2% |
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