+202.0%
IONQ vs WY
-21.4%
+223.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.0% | +26.4% | +25.6% |
| 7D | +8.6% | +3.1% | +5.5% | +4.6% |
| 30D | -21.1% | +13.0% | -34.1% | -29.8% |
| 3M | -17.9% | -16.8% | -1.1% | -7.2% |
| 6M | -37.9% | -11.2% | -26.8% | -35.3% |
| YTD | -27.3% | -9.1% | -18.2% | -27.2% |
| 1Y | -43.2% | -4.8% | -38.4% | -46.1% |
| 3Y | +191.0% | -25.3% | +216.3% | +244.1% |
| 5Y | +69.3% | -33.2% | +102.5% | +136.5% |
| All | +202.0% | -21.4% | +223.5% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling