+113.2%
WDC vs IONQ
-47.0%
+160.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.5% | -5.3% | -6.3% |
| 7D | -18.3% | -8.9% | -9.4% | -15.8% |
| 30D | -26.7% | -31.3% | +4.6% | -18.1% |
| 3M | -40.9% | -29.2% | -11.8% | -35.3% |
| 6M | -26.8% | -35.4% | +8.7% | -17.6% |
| YTD | +88.2% | -34.2% | +122.3% | +107.7% |
| 1Y | +113.2% | -44.7% | +157.9% | +143.2% |
| All | +113.2% | -47.0% | +160.2% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 1y: compounded portfolio wealth divided by compounded IONQ 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…
1y analysis · Full analysis span regression · 6 months rolling