-37.0%
IONQ vs WOLF
+60.4%
-97.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.9% |
| 7D | +7.1% | +9.8% | -2.6% | +4.3% |
| 30D | -8.9% | -12.1% | +3.2% | -6.0% |
| 3M | -35.6% | -47.9% | +12.3% | -26.5% |
| 6M | +13.3% | +74.3% | -61.0% | -2.7% |
| YTD | -9.8% | +65.9% | -75.7% | -22.3% |
| All | -37.0% | +60.4% | -97.5% | -43.5% |
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