+191.0%
IONQ vs W
+123.5%
+67.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.9% | +24.0% |
| 7D | +8.6% | -3.6% | +12.2% | +9.8% |
| 30D | -21.1% | +7.0% | -28.1% | -23.3% |
| 3M | -17.9% | +7.4% | -25.2% | -20.7% |
| 6M | -37.9% | +69.3% | -107.3% | -51.6% |
| YTD | -27.3% | +11.3% | -38.6% | -34.0% |
| 1Y | -43.2% | +13.2% | -56.4% | -49.4% |
| 3Y | +191.0% | +142.0% | +49.0% | +51.1% |
| All | +191.0% | +123.5% | +67.5% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling