+202.0%
IONQ vs WELL
+337.8%
-135.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.5% |
| 7D | +8.6% | +4.4% | +4.2% | +6.8% |
| 30D | -21.1% | +10.8% | -31.9% | -24.6% |
| 3M | -17.9% | +4.2% | -22.1% | -19.6% |
| 6M | -37.9% | +14.0% | -51.9% | -42.5% |
| YTD | -27.3% | +33.4% | -60.7% | -38.0% |
| 1Y | -43.2% | +32.4% | -75.6% | -51.4% |
| 3Y | +191.0% | +194.7% | -3.8% | +61.2% |
| 5Y | +69.3% | +226.5% | -157.2% | -13.8% |
| All | +202.0% | +337.8% | -135.8% | +46.6% |
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