+265.9%
IONQ vs WAT
+65.5%
+200.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | +0.8% | -1.3% | +2.1% | +1.5% |
| 30D | -1.0% | +2.3% | -3.4% | -2.0% |
| 3M | -39.8% | +8.7% | -48.6% | -42.7% |
| 6M | +6.4% | +28.3% | -21.9% | -7.8% |
| YTD | -11.9% | +7.8% | -19.7% | -16.9% |
| 1Y | -6.2% | +36.6% | -42.8% | -23.7% |
| 3Y | +125.7% | +45.7% | +80.0% | +63.9% |
| 5Y | +296.0% | -3.3% | +299.3% | +252.2% |
| All | +265.9% | +65.5% | +200.4% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling