+241.1%
IONQ vs WTW
+61.0%
+180.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.7% |
| 7D | -5.6% | -7.8% | +2.2% | -2.1% |
| 30D | -15.2% | -7.9% | -7.3% | -12.3% |
| 3M | -34.9% | +19.9% | -54.9% | -41.0% |
| 6M | +4.9% | +9.8% | -4.9% | -1.8% |
| YTD | -17.9% | -3.3% | -14.6% | -17.3% |
| 1Y | -16.0% | -3.3% | -12.7% | -15.5% |
| 3Y | +90.5% | +61.5% | +28.9% | +31.2% |
| 5Y | +268.4% | +42.6% | +225.8% | +171.3% |
| All | +241.1% | +61.0% | +180.1% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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