+185.7%
IONQ vs WAB
+322.4%
-136.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -8.3% |
| 7D | +16.8% | +7.9% | +8.9% | +9.4% |
| 30D | -11.1% | +4.9% | -16.0% | -14.5% |
| 3M | -31.7% | +1.8% | -33.5% | -32.4% |
| 6M | -44.8% | +12.0% | -56.7% | -50.9% |
| YTD | -31.2% | +41.3% | -72.5% | -52.1% |
| 1Y | -39.1% | +43.8% | -83.0% | -58.3% |
| 3Y | +189.5% | +171.1% | +18.4% | +15.8% |
| 5Y | +53.2% | +217.7% | -164.6% | -47.0% |
| All | +185.7% | +322.4% | -136.7% | -7.2% |
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