+297.9%
IONQ vs WBD
-0.4%
+298.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +14.2% | -26.9% | -18.9% |
| 7D | -12.7% | +14.2% | -26.9% | -18.9% |
| 30D | -12.7% | +14.2% | -26.9% | -18.9% |
| 3M | -12.7% | +14.2% | -26.9% | -18.9% |
| 6M | +46.7% | +13.3% | +33.4% | +36.7% |
| YTD | -4.2% | +7.4% | -11.6% | -8.6% |
| 1Y | -41.4% | +63.0% | -104.3% | -54.0% |
| 3Y | +192.5% | +206.7% | -14.2% | +61.0% |
| 5Y | +455.9% | +18.4% | +437.5% | +272.2% |
| All | +297.9% | -0.4% | +298.3% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling