+144.7%
IONQ vs W
-49.8%
+194.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -8.2% | -2.3% | -6.8% |
| 7D | -16.7% | -5.6% | -11.1% | -14.6% |
| 30D | -38.9% | +7.5% | -46.5% | -41.0% |
| 3M | -33.8% | +5.4% | -39.2% | -36.0% |
| 6M | -44.9% | +79.4% | -124.3% | -60.0% |
| YTD | -41.1% | +12.9% | -54.0% | -48.0% |
| 1Y | -52.3% | +12.4% | -64.7% | -58.4% |
| 3Y | +128.2% | +128.5% | -0.3% | +17.8% |
| 5Y | +37.2% | -54.0% | +91.1% | +22.6% |
| All | +144.7% | -49.8% | +194.6% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling