+167.4%
IONQ vs WING
+27.5%
+139.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | -2.5% | -9.0% | -10.5% |
| 30D | -8.1% | +29.5% | -37.6% | -17.6% |
| 3M | -35.8% | +40.2% | -76.0% | -45.3% |
| 6M | -47.7% | +32.7% | -80.4% | -55.8% |
| YTD | -35.6% | -32.8% | -2.8% | -28.5% |
| 1Y | -36.4% | -31.7% | -4.7% | -30.5% |
| 3Y | +150.0% | -24.7% | +174.8% | +120.0% |
| 5Y | +43.3% | -0.5% | +43.8% | -7.0% |
| All | +167.4% | +27.5% | +139.9% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling