+253.1%
IONQ vs WY
-15.4%
+268.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.3% | -5.4% |
| 7D | +1.3% | -1.7% | +3.0% | +2.7% |
| 30D | -10.3% | -9.9% | -0.5% | -2.7% |
| 3M | -32.7% | -7.5% | -25.2% | -30.1% |
| 6M | +6.3% | -5.1% | +11.5% | +7.4% |
| YTD | -15.0% | -2.1% | -12.9% | -17.7% |
| 1Y | -13.3% | -7.3% | -6.0% | -12.9% |
| 3Y | +97.2% | -22.6% | +119.9% | +135.4% |
| 5Y | +278.7% | -19.8% | +298.5% | +393.7% |
| All | +253.1% | -15.4% | +268.5% | +341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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