+227.2%
IONQ vs WAB
+319.1%
-91.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.1% | +3.2% | +3.6% |
| 7D | +25.5% | +4.0% | +21.5% | +21.9% |
| 30D | -11.4% | +4.5% | -15.9% | -14.5% |
| 3M | -20.5% | +2.3% | -22.8% | -21.7% |
| 6M | -28.2% | +12.5% | -40.7% | -36.5% |
| YTD | -21.2% | +40.2% | -61.4% | -44.8% |
| 1Y | -40.4% | +45.2% | -85.6% | -59.7% |
| 3Y | +214.7% | +171.8% | +42.9% | +25.6% |
| 5Y | +56.9% | +217.6% | -160.7% | -45.4% |
| All | +227.2% | +319.1% | -91.9% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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