+215.4%
IONQ vs WELL
+343.5%
-128.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | +15.3% | +0.1% | +15.2% | +15.3% |
| 30D | -6.1% | +7.8% | -13.9% | -9.1% |
| 3M | -21.6% | +10.2% | -31.8% | -24.9% |
| 6M | -40.1% | +16.4% | -56.5% | -45.0% |
| YTD | -24.1% | +35.2% | -59.3% | -35.6% |
| 1Y | -37.4% | +30.5% | -67.9% | -45.9% |
| 3Y | +219.5% | +206.1% | +13.4% | +74.2% |
| 5Y | +76.9% | +228.3% | -151.3% | -10.1% |
| All | +215.4% | +343.5% | -128.1% | +52.4% |
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