+167.4%
IONQ vs WMB
+345.0%
-177.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.1% |
| 7D | -11.5% | +7.8% | -19.3% | -16.0% |
| 30D | -8.1% | -5.1% | -3.0% | -5.1% |
| 3M | -35.8% | -4.7% | -31.1% | -34.4% |
| 6M | -47.7% | -7.4% | -40.3% | -46.4% |
| YTD | -35.6% | +17.5% | -53.1% | -46.1% |
| 1Y | -36.4% | +19.5% | -55.9% | -47.4% |
| 3Y | +150.0% | +121.3% | +28.8% | +35.6% |
| 5Y | +43.3% | +200.5% | -157.2% | -29.1% |
| All | +167.4% | +345.0% | -177.6% | +32.6% |
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