+202.0%
IONQ vs WAB
+298.6%
-96.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.8% | +21.6% | +21.7% |
| 7D | +8.6% | +1.4% | +7.2% | +7.7% |
| 30D | -21.1% | +0.4% | -21.5% | -21.1% |
| 3M | -17.9% | -3.8% | -14.0% | -14.6% |
| 6M | -37.9% | +5.1% | -43.0% | -41.5% |
| YTD | -27.3% | +33.3% | -60.6% | -46.7% |
| 1Y | -43.2% | +39.8% | -83.0% | -60.3% |
| 3Y | +191.0% | +161.1% | +29.9% | +20.4% |
| 5Y | +69.3% | +209.5% | -140.2% | -38.6% |
| All | +202.0% | +298.6% | -96.6% | +3.3% |
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 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