+53.2%
IONQ vs WFC
+91.5%
-38.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.3% | -9.4% |
| 7D | +16.8% | +1.7% | +15.0% | +15.1% |
| 30D | -11.1% | +6.8% | -18.0% | -16.2% |
| 3M | -31.7% | -3.0% | -28.7% | -30.6% |
| 6M | -44.8% | +15.4% | -60.2% | -52.6% |
| YTD | -31.2% | -5.9% | -25.3% | -29.9% |
| 1Y | -39.1% | +1.7% | -40.8% | -42.3% |
| 3Y | +189.5% | +124.9% | +64.6% | +32.4% |
| 5Y | +53.2% | +90.5% | -37.3% | -21.3% |
| All | +53.2% | +91.5% | -38.4% | -21.3% |
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 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