+294.8%
IONQ vs WFC
+129.3%
+165.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.5% |
| 7D | +0.8% | +3.8% | -3.0% | -2.4% |
| 30D | -1.0% | +1.5% | -2.5% | -2.6% |
| 3M | -39.8% | +10.9% | -50.7% | -45.6% |
| 6M | +6.4% | +8.4% | -2.0% | -3.9% |
| YTD | -11.9% | -1.9% | -10.0% | -12.8% |
| 1Y | -6.2% | +12.3% | -18.5% | -18.5% |
| 3Y | +125.7% | +132.3% | -6.6% | +5.4% |
| All | +294.8% | +129.3% | +165.5% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling