+173.5%
IONQ vs WM
+121.5%
+52.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.4% |
| 7D | -8.9% | +5.9% | -14.8% | -8.5% |
| 30D | -31.3% | +15.4% | -46.7% | -30.5% |
| 3M | -29.2% | +6.3% | -35.5% | -28.8% |
| 6M | -35.4% | +5.6% | -41.0% | -35.0% |
| YTD | -34.2% | +9.9% | -44.1% | -34.3% |
| 1Y | -44.7% | +20.8% | -65.5% | -45.9% |
| 3Y | +155.1% | +48.5% | +106.6% | +132.7% |
| 5Y | +79.8% | +60.6% | +19.2% | +62.4% |
| All | +173.5% | +121.5% | +52.1% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling