-44.7%
IONQ vs WSM
+44.0%
-88.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.0% | -5.3% |
| 7D | -8.9% | +8.0% | -16.9% | -13.6% |
| 30D | -31.3% | +13.5% | -44.7% | -37.0% |
| 3M | -29.2% | +8.8% | -38.0% | -33.3% |
| 6M | -35.4% | +54.7% | -90.1% | -53.7% |
| YTD | -34.2% | +53.3% | -87.4% | -49.6% |
| 1Y | -44.7% | +41.1% | -85.8% | -56.0% |
| All | -44.7% | +44.0% | -88.6% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling