+227.2%
IONQ vs WWD
+182.7%
+44.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.4% | +4.8% |
| 7D | +25.5% | +4.2% | +21.3% | +22.9% |
| 30D | -11.4% | -0.8% | -10.6% | -10.5% |
| 3M | -20.5% | -8.2% | -12.3% | -15.1% |
| 6M | -28.2% | -9.8% | -18.4% | -24.2% |
| YTD | -21.2% | +10.4% | -31.6% | -30.7% |
| 1Y | -40.4% | +25.5% | -65.8% | -53.0% |
| 3Y | +214.7% | +155.8% | +58.9% | +40.6% |
| 5Y | +56.9% | +187.3% | -130.5% | -39.3% |
| All | +227.2% | +182.7% | +44.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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