+265.9%
IONQ vs WY
-13.8%
+279.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.6% |
| 7D | +0.8% | -1.7% | +2.5% | +2.2% |
| 30D | -1.0% | -10.1% | +9.1% | +7.8% |
| 3M | -39.8% | -5.1% | -34.7% | -39.0% |
| 6M | +6.4% | -4.8% | +11.2% | +7.4% |
| YTD | -11.9% | -0.2% | -11.7% | -16.0% |
| 1Y | -6.2% | -6.6% | +0.5% | -6.4% |
| 3Y | +125.7% | -22.7% | +148.4% | +170.0% |
| 5Y | +296.0% | -22.2% | +318.2% | +417.1% |
| All | +265.9% | -13.8% | +279.7% | +350.3% |
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