+185.7%
IONQ vs WSM
+448.4%
-262.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.5% | -4.9% | -6.8% |
| 7D | +16.8% | -3.2% | +19.9% | +19.0% |
| 30D | -11.1% | +4.6% | -15.8% | -13.7% |
| 3M | -31.7% | +2.4% | -34.2% | -32.9% |
| 6M | -44.8% | +43.7% | -88.4% | -55.6% |
| YTD | -31.2% | +42.1% | -73.3% | -44.1% |
| 1Y | -39.1% | +32.3% | -71.4% | -48.7% |
| 3Y | +189.5% | +253.0% | -63.5% | +30.5% |
| 5Y | +53.2% | +161.3% | -108.1% | -29.5% |
| All | +185.7% | +448.4% | -262.7% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling