+144.7%
IONQ vs WWD
+160.5%
-15.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.0% | -4.6% | -6.4% |
| 7D | -16.7% | -2.6% | -14.1% | -15.1% |
| 30D | -38.9% | -7.7% | -31.2% | -35.3% |
| 3M | -33.8% | -17.7% | -16.1% | -24.1% |
| 6M | -44.9% | -15.9% | -29.0% | -39.0% |
| YTD | -41.1% | +1.8% | -42.9% | -45.4% |
| 1Y | -52.3% | +17.4% | -69.7% | -60.8% |
| 3Y | +128.2% | +137.1% | -8.9% | +7.0% |
| 5Y | +37.2% | +162.4% | -125.2% | -43.9% |
| All | +144.7% | +160.5% | -15.8% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling