+294.8%
IONQ vs W
-63.2%
+358.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.1% |
| 7D | +0.8% | -4.2% | +5.0% | +2.8% |
| 30D | -1.0% | -7.6% | +6.5% | +2.6% |
| 3M | -39.8% | +37.2% | -77.0% | -50.3% |
| 6M | +6.4% | +26.3% | -19.9% | -10.0% |
| YTD | -11.9% | -1.0% | -10.9% | -17.2% |
| 1Y | -6.2% | +20.1% | -26.2% | -24.8% |
| 3Y | +125.7% | +37.8% | +87.9% | +45.7% |
| All | +294.8% | -63.2% | +358.0% | +567.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling