+228.2%
IONQ vs WELL
+208.2%
+20.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +16.7% | +3.0% | +13.6% | +16.0% |
| 30D | -12.3% | +10.2% | -22.5% | -14.4% |
| 3M | -17.7% | +6.1% | -23.9% | -19.0% |
| 6M | -28.9% | +16.6% | -45.6% | -32.9% |
| YTD | -22.0% | +35.3% | -57.4% | -32.4% |
| 1Y | -36.8% | +31.5% | -68.3% | -44.2% |
| 3Y | +228.2% | +206.5% | +21.8% | +47.0% |
| All | +228.2% | +208.2% | +20.0% | +47.0% |
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