+150.0%
IONQ vs WPM
+214.5%
-64.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.2% | -6.3% |
| 7D | -11.5% | -3.6% | -7.9% | -9.6% |
| 30D | -8.1% | +1.4% | -9.5% | -8.8% |
| 3M | -35.8% | -0.2% | -35.6% | -36.2% |
| 6M | -47.7% | -7.3% | -40.4% | -46.2% |
| YTD | -35.6% | +12.3% | -48.0% | -38.7% |
| 1Y | -36.4% | +24.9% | -61.3% | -41.9% |
| 3Y | +150.0% | +210.4% | -60.3% | +40.5% |
| All | +150.0% | +214.5% | -64.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling