+304.7%
IONQ vs WSM
+189.5%
+115.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +7.1% | +2.6% | +4.5% | +5.4% |
| 30D | -8.9% | -9.5% | +0.6% | -2.8% |
| 3M | -35.6% | +12.9% | -48.4% | -41.2% |
| 6M | +13.3% | +23.0% | -9.8% | -1.9% |
| YTD | -9.8% | +28.9% | -38.7% | -24.1% |
| 1Y | -1.3% | +13.7% | -15.0% | -10.8% |
| 3Y | +109.3% | +232.6% | -123.4% | -21.2% |
| 5Y | +304.7% | +185.9% | +118.8% | +62.1% |
| All | +304.7% | +189.5% | +115.2% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling