+150.0%
IONQ vs WFC
+126.5%
+23.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.8% | -6.7% |
| 7D | -11.5% | +2.5% | -14.0% | -13.2% |
| 30D | -8.1% | +7.0% | -15.1% | -13.2% |
| 3M | -35.8% | -1.8% | -34.0% | -35.5% |
| 6M | -47.7% | +18.4% | -66.1% | -56.1% |
| YTD | -35.6% | -5.6% | -30.0% | -34.1% |
| 1Y | -36.4% | +3.9% | -40.3% | -41.0% |
| 3Y | +150.0% | +126.3% | +23.7% | -22.8% |
| All | +150.0% | +126.5% | +23.5% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling