+202.0%
IONQ vs WPM
+232.7%
-30.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.9% | +20.5% | +22.0% |
| 7D | +8.6% | +16.9% | -8.3% | +0.4% |
| 30D | -21.1% | +2.0% | -23.1% | -21.9% |
| 3M | -17.9% | +8.9% | -26.8% | -21.7% |
| 6M | -37.9% | +1.6% | -39.5% | -38.8% |
| YTD | -27.3% | +16.5% | -43.8% | -32.2% |
| 1Y | -43.2% | +42.2% | -85.4% | -51.1% |
| 3Y | +191.0% | +213.3% | -22.3% | +71.0% |
| 5Y | +69.3% | +249.9% | -180.6% | -6.6% |
| All | +202.0% | +232.7% | -30.7% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling