+167.4%
IONQ vs WEC
+56.1%
+111.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.2% |
| 7D | -11.5% | +2.3% | -13.8% | -11.1% |
| 30D | -8.1% | +11.1% | -19.1% | -6.2% |
| 3M | -35.8% | +8.4% | -44.2% | -34.6% |
| 6M | -47.7% | +7.5% | -55.2% | -46.9% |
| YTD | -35.6% | +15.3% | -51.0% | -34.0% |
| 1Y | -36.4% | +9.7% | -46.1% | -35.1% |
| 3Y | +150.0% | +64.7% | +85.4% | +168.1% |
| 5Y | +43.3% | +57.3% | -13.9% | +66.1% |
| All | +167.4% | +56.1% | +111.3% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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