+274.7%
IONQ vs WPM
+278.6%
-3.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +7.1% | +7.0% | +0.1% | +3.7% |
| 30D | -8.9% | +15.7% | -24.6% | -15.2% |
| 3M | -35.6% | +35.2% | -70.8% | -44.5% |
| 6M | +13.3% | +6.1% | +7.2% | +9.3% |
| YTD | -9.8% | +32.6% | -42.4% | -20.5% |
| 1Y | -1.3% | +46.9% | -48.2% | -17.3% |
| 3Y | +109.3% | +276.3% | -167.0% | +13.4% |
| 5Y | +304.7% | +260.0% | +44.7% | +112.6% |
| All | +274.7% | +278.6% | -3.9% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling