+202.0%
IONQ vs WM
+119.4%
+82.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +23.2% |
| 7D | +8.6% | +1.2% | +7.4% | +8.7% |
| 30D | -21.1% | +13.1% | -34.2% | -20.4% |
| 3M | -17.9% | +3.6% | -21.5% | -17.5% |
| 6M | -37.9% | +8.1% | -46.0% | -37.9% |
| YTD | -27.3% | +8.9% | -36.2% | -27.5% |
| 1Y | -43.2% | +20.3% | -63.5% | -44.6% |
| 3Y | +191.0% | +46.2% | +144.8% | +165.9% |
| 5Y | +69.3% | +59.9% | +9.4% | +53.0% |
| All | +202.0% | +119.4% | +82.7% | +175.6% |
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