+167.4%
IONQ vs WY
-22.1%
+189.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -7.7% |
| 7D | -11.5% | -0.8% | -10.7% | -11.0% |
| 30D | -8.1% | +10.1% | -18.2% | -16.5% |
| 3M | -35.8% | -15.4% | -20.4% | -28.5% |
| 6M | -47.7% | -8.3% | -39.4% | -47.1% |
| YTD | -35.6% | -9.8% | -25.8% | -35.1% |
| 1Y | -36.4% | -3.9% | -32.5% | -40.4% |
| 3Y | +150.0% | -23.3% | +173.4% | +187.5% |
| 5Y | +43.3% | -31.2% | +74.5% | +99.5% |
| All | +167.4% | -22.1% | +189.5% | +247.9% |
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