+191.0%
IONQ vs WCN
+45.2%
+145.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +23.1% |
| 7D | +8.6% | +2.9% | +5.7% | +9.4% |
| 30D | -21.1% | +22.1% | -43.2% | -17.9% |
| 3M | -17.9% | +13.2% | -31.1% | -15.8% |
| 6M | -37.9% | +23.7% | -61.6% | -36.0% |
| YTD | -27.3% | +8.7% | -36.0% | -23.2% |
| 1Y | -43.2% | +15.3% | -58.5% | -40.6% |
| 3Y | +191.0% | +46.0% | +145.0% | +132.2% |
| All | +191.0% | +45.2% | +145.8% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling