+227.2%
IONQ vs WM
+119.7%
+107.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.4% |
| 7D | +25.5% | -0.5% | +25.9% | +25.4% |
| 30D | -11.4% | +13.3% | -24.7% | -10.6% |
| 3M | -20.5% | +4.4% | -24.8% | -20.1% |
| 6M | -28.2% | +10.8% | -39.1% | -28.3% |
| YTD | -21.2% | +9.1% | -30.3% | -21.5% |
| 1Y | -40.4% | +19.1% | -59.5% | -41.7% |
| 3Y | +214.7% | +45.7% | +169.0% | +188.1% |
| 5Y | +56.9% | +60.4% | -3.6% | +41.8% |
| All | +227.2% | +119.7% | +107.5% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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