+265.9%
IONQ vs WCC
+358.9%
-93.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | -1.3% |
| 7D | +0.8% | +4.5% | -3.7% | -2.0% |
| 30D | -1.0% | -5.8% | +4.8% | +3.0% |
| 3M | -39.8% | -3.7% | -36.2% | -38.3% |
| 6M | +6.4% | +23.1% | -16.6% | -6.4% |
| YTD | -11.9% | +44.2% | -56.1% | -30.2% |
| 1Y | -6.2% | +62.1% | -68.2% | -31.6% |
| 3Y | +125.7% | +121.1% | +4.6% | +32.1% |
| 5Y | +296.0% | +214.0% | +82.0% | +90.7% |
| All | +265.9% | +358.9% | -93.0% | +61.6% |
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