+52.8%
IONQ vs WMB
+178.0%
-125.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.7% | +23.6% |
| 7D | +8.6% | -13.8% | +22.4% | +22.7% |
| 30D | -21.1% | -10.3% | -10.8% | -14.3% |
| 3M | -17.9% | -10.1% | -7.8% | -12.1% |
| 6M | -37.9% | -11.8% | -26.1% | -33.7% |
| YTD | -27.3% | +8.9% | -36.3% | -37.8% |
| 1Y | -43.2% | +14.0% | -57.2% | -53.5% |
| 3Y | +191.0% | +100.5% | +90.5% | +40.5% |
| All | +52.8% | +178.0% | -125.2% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling