+167.4%
IONQ vs WELL
+338.3%
-170.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -11.5% | +0.1% | -11.6% | -11.4% |
| 30D | -8.1% | +5.7% | -13.7% | -10.3% |
| 3M | -35.8% | +4.6% | -40.4% | -37.2% |
| 6M | -47.7% | +11.9% | -59.6% | -51.0% |
| YTD | -35.6% | +33.6% | -69.2% | -45.1% |
| 1Y | -36.4% | +29.8% | -66.2% | -45.0% |
| 3Y | +150.0% | +202.2% | -52.1% | +37.1% |
| 5Y | +43.3% | +223.2% | -179.9% | -26.8% |
| All | +167.4% | +338.3% | -170.9% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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