+294.8%
IONQ vs WY
-21.8%
+316.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.5% |
| 7D | +0.8% | -1.7% | +2.5% | +2.4% |
| 30D | -1.0% | -10.1% | +9.1% | +8.5% |
| 3M | -39.8% | -5.1% | -34.7% | -39.0% |
| 6M | +6.4% | -4.8% | +11.2% | +7.3% |
| YTD | -11.9% | -0.2% | -11.7% | -16.7% |
| 1Y | -6.2% | -6.6% | +0.5% | -6.7% |
| 3Y | +125.7% | -22.7% | +148.4% | +173.4% |
| All | +294.8% | -21.8% | +316.6% | +447.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling