+52.8%
IONQ vs WAT
+32.4%
+20.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.0% | +22.4% | +22.8% |
| 7D | +8.6% | -1.1% | +9.7% | +9.7% |
| 30D | -21.1% | +5.0% | -26.0% | -22.8% |
| 3M | -17.9% | +14.5% | -32.4% | -23.3% |
| 6M | -37.9% | +30.9% | -68.9% | -46.7% |
| YTD | -27.3% | +20.5% | -47.8% | -35.3% |
| 1Y | -43.2% | +23.3% | -66.5% | -50.3% |
| 3Y | +191.0% | +81.5% | +109.5% | +79.6% |
| All | +52.8% | +32.4% | +20.4% | +28.9% |
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 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