+265.9%
IONQ vs WAB
+297.6%
-31.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.6% |
| 7D | +0.8% | -3.2% | +4.0% | +3.9% |
| 30D | -1.0% | -4.4% | +3.4% | +3.1% |
| 3M | -39.8% | +7.9% | -47.7% | -45.1% |
| 6M | +6.4% | +8.7% | -2.3% | -4.3% |
| YTD | -11.9% | +33.0% | -44.9% | -35.5% |
| 1Y | -6.2% | +46.7% | -52.8% | -37.9% |
| 3Y | +125.7% | +153.0% | -27.3% | -4.6% |
| 5Y | +296.0% | +222.3% | +73.7% | +42.9% |
| All | +265.9% | +297.6% | -31.7% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling