+227.2%
IONQ vs WPM
+251.3%
-24.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +5.7% |
| 7D | +25.5% | +20.8% | +4.6% | +14.4% |
| 30D | -11.4% | +3.8% | -15.2% | -13.0% |
| 3M | -20.5% | +7.4% | -27.9% | -23.7% |
| 6M | -28.2% | +4.0% | -32.2% | -30.0% |
| YTD | -21.2% | +23.0% | -44.3% | -28.4% |
| 1Y | -40.4% | +45.9% | -86.3% | -49.4% |
| 3Y | +214.7% | +242.9% | -28.2% | +77.9% |
| 5Y | +56.9% | +259.5% | -202.7% | -15.2% |
| All | +227.2% | +251.3% | -24.1% | +76.3% |
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