+215.4%
IONQ vs WCC
+327.9%
-112.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -4.9% |
| 7D | +15.3% | +3.3% | +12.0% | +13.2% |
| 30D | -6.1% | -9.4% | +3.3% | -0.1% |
| 3M | -21.6% | -10.5% | -11.1% | -15.9% |
| 6M | -40.1% | -10.4% | -29.7% | -35.8% |
| YTD | -24.1% | +34.4% | -58.5% | -37.4% |
| 1Y | -37.4% | +27.7% | -65.1% | -46.6% |
| 3Y | +219.5% | +137.9% | +81.6% | +80.3% |
| 5Y | +76.9% | +147.0% | -70.1% | -9.2% |
| All | +215.4% | +327.9% | -112.5% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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