-38.5%
IONQ vs WOLF
+57.5%
-96.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.3% | -0.3% |
| 7D | +0.8% | +9.7% | -8.9% | -1.9% |
| 30D | -1.0% | +12.5% | -13.6% | -4.8% |
| 3M | -39.8% | -57.7% | +17.9% | -27.7% |
| 6M | +6.4% | +37.7% | -31.3% | -4.1% |
| YTD | -11.9% | +62.8% | -74.8% | -23.7% |
| All | -38.5% | +57.5% | -96.0% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling