+355.9%
IONQ vs WBD
-12.7%
+368.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +6.6% | +0.5% | +6.1% | +6.4% |
| 30D | +69.9% | -1.6% | +71.4% | +71.1% |
| 3M | +40.7% | -0.9% | +41.6% | +41.2% |
| 6M | -16.9% | +19.6% | -36.5% | -23.8% |
| YTD | +9.7% | -5.9% | +15.7% | +12.8% |
| 1Y | +54.6% | +200.9% | -146.2% | -9.7% |
| 3Y | +700.7% | +101.4% | +599.2% | +424.6% |
| 5Y | +382.3% | -27.8% | +410.1% | +244.3% |
| All | +355.9% | -12.7% | +368.7% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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