+53.2%
IONQ vs WAT
+31.1%
+22.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.8% | -7.5% | -8.3% |
| 7D | +16.8% | +2.0% | +14.7% | +15.8% |
| 30D | -11.1% | +7.7% | -18.8% | -14.1% |
| 3M | -31.7% | +11.1% | -42.8% | -35.1% |
| 6M | -44.8% | +31.2% | -76.0% | -52.4% |
| YTD | -31.2% | +21.7% | -52.9% | -39.1% |
| 1Y | -39.1% | +19.3% | -58.5% | -45.5% |
| 3Y | +189.5% | +80.6% | +108.9% | +80.1% |
| 5Y | +53.2% | +29.5% | +23.6% | +32.6% |
| All | +53.2% | +31.1% | +22.1% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling