+278.7%
IONQ vs WTW
+45.2%
+233.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.2% | -3.9% |
| 7D | +1.3% | -7.1% | +8.4% | +5.2% |
| 30D | -10.3% | -8.5% | -1.8% | -6.4% |
| 3M | -32.7% | +20.6% | -53.3% | -40.2% |
| 6M | +6.3% | +7.2% | -0.9% | +0.1% |
| YTD | -15.0% | -3.9% | -11.1% | -14.0% |
| 1Y | -13.3% | -3.6% | -9.7% | -12.5% |
| 3Y | +97.2% | +60.7% | +36.5% | +19.1% |
| 5Y | +278.7% | +42.2% | +236.6% | +145.3% |
| All | +278.7% | +45.2% | +233.5% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling