-37.4%
IONQ vs WFC
+1.9%
-39.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +15.3% | -1.3% | +16.6% | +15.8% |
| 30D | -6.1% | +3.6% | -9.7% | -6.8% |
| 3M | -21.6% | -1.3% | -20.3% | -21.4% |
| 6M | -40.1% | +18.0% | -58.1% | -43.8% |
| YTD | -24.1% | -5.9% | -18.2% | -17.6% |
| 1Y | -37.4% | +1.8% | -39.2% | -44.1% |
| All | -37.4% | +1.9% | -39.3% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling