+215.4%
IONQ vs WFC
+224.7%
-9.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +15.3% | -1.3% | +16.6% | +16.6% |
| 30D | -6.1% | +3.6% | -9.7% | -8.5% |
| 3M | -21.6% | -1.3% | -20.3% | -21.5% |
| 6M | -40.1% | +18.0% | -58.1% | -47.9% |
| YTD | -24.1% | -5.9% | -18.2% | -22.8% |
| 1Y | -37.4% | +1.8% | -39.2% | -39.9% |
| 3Y | +219.5% | +125.0% | +94.5% | +82.4% |
| 5Y | +76.9% | +92.0% | -15.0% | +7.6% |
| All | +215.4% | +224.7% | -9.3% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling