+227.2%
IONQ vs WFC
+223.5%
+3.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +7.0% |
| 7D | +25.5% | +0.1% | +25.3% | +25.5% |
| 30D | -11.4% | +2.9% | -14.3% | -13.2% |
| 3M | -20.5% | -1.4% | -19.0% | -20.3% |
| 6M | -28.2% | +14.3% | -42.6% | -36.3% |
| YTD | -21.2% | -6.2% | -15.0% | -19.7% |
| 1Y | -40.4% | +1.6% | -42.0% | -42.7% |
| 3Y | +214.7% | +126.9% | +87.8% | +78.7% |
| 5Y | +56.9% | +94.0% | -37.1% | -4.4% |
| All | +227.2% | +223.5% | +3.7% | +83.4% |
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