+215.4%
IONQ vs WU
-51.6%
+267.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | -1.7% |
| 7D | +15.3% | +2.1% | +13.2% | +14.0% |
| 30D | -6.1% | +10.1% | -16.2% | -9.6% |
| 3M | -21.6% | -1.1% | -20.4% | -22.0% |
| 6M | -40.1% | -19.8% | -20.3% | -36.9% |
| YTD | -24.1% | -20.8% | -3.3% | -20.1% |
| 1Y | -37.4% | -15.1% | -22.3% | -36.1% |
| 3Y | +219.5% | -23.2% | +242.7% | +235.0% |
| 5Y | +76.9% | -42.6% | +119.5% | +97.7% |
| All | +215.4% | -51.6% | +267.0% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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