+202.0%
IONQ vs WWD
+169.4%
+32.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.4% | +20.0% | +21.0% |
| 7D | +8.6% | +4.2% | +4.4% | +5.9% |
| 30D | -21.1% | -2.1% | -19.0% | -19.5% |
| 3M | -17.9% | -13.2% | -4.7% | -8.9% |
| 6M | -37.9% | -16.9% | -21.1% | -30.5% |
| YTD | -27.3% | +5.2% | -32.5% | -33.9% |
| 1Y | -43.2% | +20.6% | -63.8% | -54.0% |
| 3Y | +191.0% | +146.3% | +44.7% | +33.3% |
| 5Y | +69.3% | +171.3% | -102.1% | -32.1% |
| All | +202.0% | +169.4% | +32.6% | +19.9% |
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