+144.7%
IONQ vs WM
+124.0%
+20.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.2% | -11.7% | -10.4% |
| 7D | -16.7% | +4.5% | -21.2% | -16.3% |
| 30D | -38.9% | +16.1% | -55.0% | -38.3% |
| 3M | -33.8% | +8.0% | -41.8% | -33.3% |
| 6M | -44.9% | +8.4% | -53.4% | -44.6% |
| YTD | -41.1% | +11.2% | -52.3% | -41.2% |
| 1Y | -52.3% | +22.3% | -74.6% | -53.3% |
| 3Y | +128.2% | +50.2% | +78.0% | +108.5% |
| 5Y | +37.2% | +63.3% | -26.1% | +24.2% |
| All | +144.7% | +124.0% | +20.7% | +123.7% |
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