+227.2%
IONQ vs WAT
+92.7%
+134.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.2% | +6.0% |
| 7D | +25.5% | +6.0% | +19.4% | +21.9% |
| 30D | -11.4% | +9.9% | -21.3% | -15.4% |
| 3M | -20.5% | +17.2% | -37.6% | -26.6% |
| 6M | -28.2% | +34.2% | -62.5% | -38.9% |
| YTD | -21.2% | +25.5% | -46.7% | -31.3% |
| 1Y | -40.4% | +28.3% | -68.6% | -48.7% |
| 3Y | +214.7% | +88.4% | +126.3% | +96.0% |
| 5Y | +56.9% | +36.1% | +20.7% | +22.0% |
| All | +227.2% | +92.7% | +134.5% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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