+202.0%
IONQ vs WEC
+52.6%
+149.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +23.0% |
| 7D | +8.6% | -0.2% | +8.8% | +8.6% |
| 30D | -21.1% | +12.3% | -33.4% | -19.4% |
| 3M | -17.9% | +8.3% | -26.1% | -16.6% |
| 6M | -37.9% | +3.5% | -41.4% | -37.3% |
| YTD | -27.3% | +12.7% | -40.0% | -25.8% |
| 1Y | -43.2% | +8.2% | -51.4% | -42.2% |
| 3Y | +191.0% | +55.9% | +135.1% | +209.1% |
| 5Y | +69.3% | +51.2% | +18.0% | +94.2% |
| All | +202.0% | +52.6% | +149.5% | +273.7% |
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