+202.0%
IONQ vs WMB
+312.7%
-110.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.7% | +23.6% |
| 7D | +8.6% | -13.8% | +22.4% | +20.6% |
| 30D | -21.1% | -10.3% | -10.8% | -15.3% |
| 3M | -17.9% | -10.1% | -7.8% | -12.8% |
| 6M | -37.9% | -11.8% | -26.1% | -34.2% |
| YTD | -27.3% | +8.9% | -36.3% | -35.8% |
| 1Y | -43.2% | +14.0% | -57.2% | -51.6% |
| 3Y | +191.0% | +100.5% | +90.5% | +68.9% |
| 5Y | +69.3% | +179.5% | -110.2% | -11.8% |
| All | +202.0% | +312.7% | -110.7% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling