+53.1%
IONQ vs WETO
-99.4%
+152.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.1% | -0.6% | -5.7% |
| 7D | +1.3% | -38.7% | +40.0% | +1.7% |
| 30D | -10.3% | -51.3% | +41.0% | -11.5% |
| 3M | -32.7% | -97.8% | +65.1% | -29.9% |
| 6M | +6.3% | -94.8% | +101.1% | +7.8% |
| YTD | -15.0% | -97.2% | +82.2% | -14.7% |
| 1Y | -13.3% | -98.9% | +85.6% | -15.4% |
| All | +53.1% | -99.4% | +152.5% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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