+202.0%
IONQ vs WCC
+282.7%
-80.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.2% | +21.3% | +22.0% |
| 7D | +8.6% | -14.7% | +23.3% | +20.6% |
| 30D | -21.1% | -20.1% | -1.0% | -8.8% |
| 3M | -17.9% | -21.2% | +3.3% | -4.4% |
| 6M | -37.9% | -19.2% | -18.8% | -28.4% |
| YTD | -27.3% | +20.2% | -47.5% | -35.4% |
| 1Y | -43.2% | +14.5% | -57.7% | -48.0% |
| 3Y | +191.0% | +115.1% | +75.9% | +75.6% |
| 5Y | +69.3% | +121.5% | -52.2% | -6.5% |
| All | +202.0% | +282.7% | -80.7% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling