+126.0%
IONQ vs WBD
+148.0%
-22.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.8% | -1.8% | +2.6% | +1.8% |
| 30D | -1.0% | +8.8% | -9.8% | -5.1% |
| 3M | -39.8% | +4.6% | -44.4% | -41.2% |
| 6M | +6.4% | +1.1% | +5.4% | +5.9% |
| YTD | -11.9% | -2.0% | -9.9% | -11.1% |
| 1Y | -6.2% | +140.0% | -146.2% | -42.2% |
| All | +126.0% | +148.0% | -22.1% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling