+227.2%
IONQ vs WU
-50.7%
+277.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.4% |
| 7D | +25.5% | +9.1% | +16.4% | +21.3% |
| 30D | -11.4% | +12.1% | -23.5% | -15.2% |
| 3M | -20.5% | +0.3% | -20.8% | -21.2% |
| 6M | -28.2% | -19.1% | -9.1% | -24.5% |
| YTD | -21.2% | -19.2% | -2.0% | -17.6% |
| 1Y | -40.4% | -15.3% | -25.1% | -38.9% |
| 3Y | +214.7% | -21.3% | +236.0% | +227.4% |
| 5Y | +56.9% | -41.7% | +98.5% | +74.3% |
| All | +227.2% | -50.7% | +277.9% | +261.8% |
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