+227.2%
IONQ vs WMB
+328.0%
-100.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.6% | +5.7% |
| 7D | +25.5% | -6.7% | +32.1% | +31.8% |
| 30D | -11.4% | -8.6% | -2.8% | -6.0% |
| 3M | -20.5% | -4.9% | -15.5% | -18.6% |
| 6M | -28.2% | -6.3% | -21.9% | -27.2% |
| YTD | -21.2% | +13.0% | -34.2% | -32.1% |
| 1Y | -40.4% | +14.9% | -55.3% | -49.3% |
| 3Y | +214.7% | +113.4% | +101.3% | +75.3% |
| 5Y | +56.9% | +190.2% | -133.3% | -20.3% |
| All | +227.2% | +328.0% | -100.8% | +66.9% |
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