+224.0%
IONQ vs WMB
+334.5%
-110.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -2.1% |
| 7D | +16.7% | -6.9% | +23.6% | +22.7% |
| 30D | -12.3% | -7.2% | -5.1% | -7.9% |
| 3M | -17.7% | -5.4% | -12.3% | -15.4% |
| 6M | -28.9% | -4.9% | -24.1% | -28.7% |
| YTD | -22.0% | +14.7% | -36.7% | -33.5% |
| 1Y | -36.8% | +14.7% | -51.5% | -46.0% |
| 3Y | +228.2% | +116.4% | +111.9% | +81.0% |
| 5Y | +91.9% | +198.5% | -106.6% | -3.4% |
| All | +224.0% | +334.5% | -110.5% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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