+150.0%
IONQ vs WULF
+1,201.0%
-1,051.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.2% | -5.3% |
| 7D | -11.5% | +11.0% | -22.5% | -14.6% |
| 30D | -8.1% | +9.4% | -17.4% | -10.8% |
| 3M | -35.8% | -22.6% | -13.2% | -30.6% |
| 6M | -47.7% | -45.4% | -2.3% | -36.9% |
| YTD | -35.6% | +9.8% | -45.5% | -38.8% |
| 1Y | -36.4% | +8.0% | -44.4% | -39.2% |
| 3Y | +150.0% | +1,149.5% | -999.5% | -1.7% |
| All | +150.0% | +1,201.0% | -1,051.0% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling