+274.7%
IONQ vs WCC
+370.3%
-95.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +0.8% |
| 7D | +7.1% | +8.5% | -1.4% | +1.5% |
| 30D | -8.9% | -1.0% | -7.9% | -8.1% |
| 3M | -35.6% | +2.1% | -37.7% | -36.5% |
| 6M | +13.3% | +36.8% | -23.6% | -6.8% |
| YTD | -9.8% | +47.7% | -57.5% | -29.6% |
| 1Y | -1.3% | +66.5% | -67.8% | -29.3% |
| 3Y | +109.3% | +134.2% | -24.9% | +18.6% |
| 5Y | +304.7% | +231.6% | +73.1% | +91.2% |
| All | +274.7% | +370.3% | -95.5% | +62.9% |
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