+241.1%
IONQ vs WULF
+80.5%
+160.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.4% | -2.1% |
| 7D | -5.6% | -0.6% | -5.0% | -5.5% |
| 30D | -15.2% | -3.6% | -11.6% | -14.7% |
| 3M | -34.9% | -30.4% | -4.5% | -29.9% |
| 6M | +4.9% | +12.5% | -7.6% | +1.9% |
| YTD | -17.9% | +40.5% | -58.4% | -24.3% |
| 1Y | -16.0% | +53.0% | -69.0% | -24.9% |
| 3Y | +90.5% | +796.7% | -706.2% | +8.7% |
| 5Y | +268.4% | -30.9% | +299.3% | +129.1% |
| All | +241.1% | +80.5% | +160.6% | +108.7% |
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