+215.4%
IONQ vs WMB
+343.9%
-128.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -4.2% |
| 7D | +15.3% | +1.6% | +13.7% | +14.3% |
| 30D | -6.1% | -7.1% | +1.0% | -1.4% |
| 3M | -21.6% | -4.0% | -17.6% | -20.2% |
| 6M | -40.1% | -5.7% | -34.4% | -39.5% |
| YTD | -24.1% | +17.2% | -41.3% | -36.3% |
| 1Y | -37.4% | +17.2% | -54.6% | -47.4% |
| 3Y | +219.5% | +121.1% | +98.5% | +73.5% |
| 5Y | +76.9% | +197.2% | -120.3% | -12.4% |
| All | +215.4% | +343.9% | -128.5% | +56.7% |
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