+135.8%
IONQ vs WMB
+98.2%
+37.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.3% | -5.2% | -6.7% |
| 7D | -16.7% | -14.2% | -2.5% | -7.0% |
| 30D | -38.9% | -11.2% | -27.7% | -33.8% |
| 3M | -33.8% | -9.9% | -23.9% | -29.7% |
| 6M | -44.9% | -14.4% | -30.6% | -40.3% |
| YTD | -41.1% | +9.2% | -50.3% | -50.4% |
| 1Y | -52.3% | +15.1% | -67.4% | -62.0% |
| All | +135.8% | +98.2% | +37.5% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling