+202.0%
IONQ vs WU
-50.5%
+252.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +24.0% |
| 7D | +8.6% | +11.7% | -3.1% | +4.2% |
| 30D | -21.1% | +12.6% | -33.7% | -24.6% |
| 3M | -17.9% | -0.5% | -17.4% | -18.5% |
| 6M | -37.9% | -18.2% | -19.8% | -35.0% |
| YTD | -27.3% | -19.0% | -8.3% | -24.0% |
| 1Y | -43.2% | -16.7% | -26.5% | -41.4% |
| 3Y | +191.0% | -21.0% | +212.0% | +202.4% |
| 5Y | +69.3% | -41.7% | +111.0% | +87.9% |
| All | +202.0% | -50.5% | +252.6% | +233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling