+215.4%
IONQ vs WWD
+187.4%
+27.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.6% |
| 7D | +15.3% | +3.7% | +11.6% | +13.1% |
| 30D | -6.1% | +1.8% | -7.9% | -6.9% |
| 3M | -21.6% | -5.0% | -16.6% | -18.3% |
| 6M | -40.1% | -8.4% | -31.7% | -37.5% |
| YTD | -24.1% | +12.3% | -36.4% | -34.0% |
| 1Y | -37.4% | +26.2% | -63.7% | -50.8% |
| 3Y | +219.5% | +154.6% | +64.9% | +43.5% |
| 5Y | +76.9% | +195.3% | -118.3% | -32.5% |
| All | +215.4% | +187.4% | +27.9% | +19.7% |
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