+109.3%
IONQ vs WTW
+65.4%
+43.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +2.7% |
| 7D | +7.1% | -2.7% | +9.8% | +7.4% |
| 30D | -8.9% | -5.6% | -3.3% | -8.4% |
| 3M | -35.6% | +26.5% | -62.1% | -37.4% |
| 6M | +13.3% | +8.1% | +5.1% | +14.8% |
| YTD | -9.8% | -0.3% | -9.5% | -6.6% |
| 1Y | -1.3% | -0.9% | -0.5% | +2.5% |
| 3Y | +109.3% | +66.6% | +42.6% | +144.8% |
| All | +109.3% | +65.4% | +43.9% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling