+45.7%
IONQ vs WTW
+55.3%
-9.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.0% | -8.4% | -7.4% |
| 7D | -11.5% | +2.0% | -13.4% | -12.3% |
| 30D | -8.1% | +12.9% | -21.0% | -14.2% |
| 3M | -35.8% | +0.7% | -36.5% | -36.8% |
| 6M | -47.7% | +39.5% | -87.2% | -58.2% |
| YTD | -35.6% | +3.1% | -38.7% | -37.6% |
| 1Y | -36.4% | +4.8% | -41.1% | -39.1% |
| 3Y | +150.0% | +42.9% | +107.1% | +74.9% |
| All | +45.7% | +55.3% | -9.6% | -12.9% |
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