+167.4%
IONQ vs WULF
+41.1%
+126.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.2% | -5.7% |
| 7D | -11.5% | +11.0% | -22.5% | -13.6% |
| 30D | -8.1% | +9.4% | -17.4% | -9.7% |
| 3M | -35.8% | -22.6% | -13.2% | -32.1% |
| 6M | -47.7% | -45.4% | -2.3% | -40.3% |
| YTD | -35.6% | +9.8% | -45.5% | -37.3% |
| 1Y | -36.4% | +8.0% | -44.4% | -37.7% |
| 3Y | +150.0% | +1,149.5% | -999.5% | +39.8% |
| 5Y | +43.3% | -55.6% | +98.9% | -5.6% |
| All | +167.4% | +41.1% | +126.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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