+108.3%
IONQ vs WELL
+202.9%
-94.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.9% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | -39.8% | +18.0% | -57.8% | -44.3% |
| 6M | +6.4% | +15.0% | -8.6% | -0.6% |
| YTD | -11.9% | +28.6% | -40.5% | -23.0% |
| 1Y | -6.2% | +42.9% | -49.1% | -23.5% |
| All | +108.3% | +202.9% | -94.6% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling