+202.0%
IONQ vs WAT
+85.0%
+117.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.0% | +22.4% | +22.9% |
| 7D | +8.6% | -1.1% | +9.7% | +9.7% |
| 30D | -21.1% | +5.0% | -26.0% | -22.7% |
| 3M | -17.9% | +14.5% | -32.4% | -23.2% |
| 6M | -37.9% | +30.9% | -68.9% | -46.5% |
| YTD | -27.3% | +20.5% | -47.8% | -35.2% |
| 1Y | -43.2% | +23.3% | -66.5% | -50.1% |
| 3Y | +191.0% | +81.5% | +109.5% | +84.8% |
| 5Y | +69.3% | +33.4% | +35.9% | +33.5% |
| All | +202.0% | +85.0% | +117.1% | +96.2% |
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