+109.3%
IONQ vs WULF
+850.0%
-740.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.2% | -5.8% | -0.3% |
| 7D | +7.1% | +21.9% | -14.8% | +0.1% |
| 30D | -8.9% | +4.6% | -13.5% | -10.7% |
| 3M | -35.6% | -30.9% | -4.6% | -28.2% |
| 6M | +13.3% | +29.9% | -16.6% | +2.8% |
| YTD | -9.8% | +55.4% | -65.2% | -23.4% |
| 1Y | -1.3% | +94.1% | -95.4% | -23.6% |
| 3Y | +109.3% | +892.2% | -783.0% | -11.2% |
| All | +109.3% | +850.0% | -740.7% | -11.2% |
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