+144.7%
IONQ vs WMB
+313.8%
-169.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.3% | -5.2% | -6.8% |
| 7D | -16.7% | -14.2% | -2.5% | -7.2% |
| 30D | -38.9% | -11.2% | -27.7% | -33.9% |
| 3M | -33.8% | -9.9% | -23.9% | -29.8% |
| 6M | -44.9% | -14.4% | -30.6% | -40.4% |
| YTD | -41.1% | +9.2% | -50.3% | -48.1% |
| 1Y | -52.3% | +15.1% | -67.4% | -59.7% |
| 3Y | +128.2% | +99.2% | +29.0% | +33.2% |
| 5Y | +37.2% | +180.2% | -143.1% | -28.7% |
| All | +144.7% | +313.8% | -169.1% | +27.7% |
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 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