-49.2%
IONQ vs WOLF
+32.2%
-81.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +16.8% | +6.6% | +18.0% |
| 7D | +8.6% | +8.2% | +0.4% | +6.5% |
| 30D | -21.1% | -24.2% | +3.1% | -14.4% |
| 3M | -17.9% | -13.8% | -4.1% | -15.3% |
| 6M | -37.9% | -44.8% | +6.8% | -30.1% |
| YTD | -27.3% | +36.6% | -63.9% | -34.3% |
| 1Y | -43.2% | +27.6% | -70.8% | -47.8% |
| All | -49.2% | +32.2% | -81.4% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling