+294.8%
IONQ vs WWD
+198.3%
+96.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.5% |
| 7D | +0.8% | +1.3% | -0.5% | -0.1% |
| 30D | -1.0% | -7.2% | +6.1% | +4.9% |
| 3M | -39.8% | -3.8% | -36.0% | -39.5% |
| 6M | +6.4% | -9.9% | +16.3% | +11.6% |
| YTD | -11.9% | +14.8% | -26.7% | -26.4% |
| 1Y | -6.2% | +42.1% | -48.2% | -35.4% |
| 3Y | +125.7% | +170.8% | -45.1% | -15.4% |
| All | +294.8% | +198.3% | +96.5% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling