+144.7%
IONQ vs WELL
+338.6%
-193.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.0% | -9.5% | -10.1% |
| 7D | -16.7% | +5.3% | -21.9% | -18.3% |
| 30D | -38.9% | +8.7% | -47.6% | -41.2% |
| 3M | -33.8% | +3.8% | -37.6% | -35.1% |
| 6M | -44.9% | +15.4% | -60.3% | -49.2% |
| YTD | -41.1% | +33.7% | -74.8% | -49.8% |
| 1Y | -52.3% | +33.6% | -85.9% | -59.4% |
| 3Y | +128.2% | +194.2% | -66.0% | +26.6% |
| 5Y | +37.2% | +227.0% | -189.9% | -30.2% |
| All | +144.7% | +338.6% | -193.8% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling