-44.8%
IONQ vs WFC
+17.4%
-62.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.3% | -9.4% |
| 7D | +16.8% | +1.7% | +15.0% | +16.5% |
| 30D | -11.1% | +6.8% | -18.0% | -11.3% |
| 3M | -31.7% | -3.0% | -28.7% | -31.4% |
| 6M | -44.8% | +15.4% | -60.2% | -42.6% |
| All | -44.8% | +17.4% | -62.2% | -42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling