+241.1%
IONQ vs WCN
+61.7%
+179.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.0% |
| 7D | -5.6% | -4.4% | -1.2% | -4.1% |
| 30D | -15.2% | -4.4% | -10.8% | -13.9% |
| 3M | -34.9% | +0.5% | -35.4% | -36.0% |
| 6M | +4.9% | -3.3% | +8.2% | +4.0% |
| YTD | -17.9% | -8.5% | -9.4% | -15.9% |
| 1Y | -16.0% | -8.9% | -7.1% | -14.9% |
| 3Y | +90.5% | +18.0% | +72.4% | +49.4% |
| 5Y | +268.4% | +25.0% | +243.4% | +168.2% |
| All | +241.1% | +61.7% | +179.4% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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