+150.0%
IONQ vs WAB
+168.8%
-18.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.5% |
| 7D | -11.5% | +5.1% | -16.5% | -15.6% |
| 30D | -8.1% | +4.0% | -12.1% | -11.1% |
| 3M | -35.8% | +0.1% | -35.9% | -35.4% |
| 6M | -47.7% | +12.8% | -60.5% | -54.6% |
| YTD | -35.6% | +40.1% | -75.7% | -58.4% |
| 1Y | -36.4% | +46.4% | -82.8% | -61.2% |
| 3Y | +150.0% | +167.4% | -17.3% | -39.3% |
| All | +150.0% | +168.8% | -18.8% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling