+167.4%
IONQ vs WTW
+71.8%
+95.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.0% | -8.4% | -7.2% |
| 7D | -11.5% | +2.0% | -13.4% | -12.2% |
| 30D | -8.1% | +12.9% | -21.0% | -13.2% |
| 3M | -35.8% | +0.7% | -36.5% | -36.6% |
| 6M | -47.7% | +39.5% | -87.2% | -56.6% |
| YTD | -35.6% | +3.1% | -38.7% | -37.4% |
| 1Y | -36.4% | +4.8% | -41.1% | -38.7% |
| 3Y | +150.0% | +42.9% | +107.1% | +93.3% |
| 5Y | +43.3% | +55.3% | -11.9% | +1.9% |
| All | +167.4% | +71.8% | +95.6% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling