+1,114.9%
WDC vs IONQ
+263.8%
+851.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.8% |
| 7D | +6.0% | +7.1% | -1.1% | +4.9% |
| 30D | +9.9% | -8.9% | +18.8% | +11.3% |
| 3M | -9.4% | -35.6% | +26.2% | -3.7% |
| 6M | +94.7% | +13.3% | +81.5% | +89.6% |
| YTD | +177.4% | -9.8% | +187.2% | +176.1% |
| 1Y | +412.6% | -1.3% | +413.9% | +396.3% |
| 3Y | +1,359.8% | +109.3% | +1,250.5% | +1,029.0% |
| 5Y | +992.6% | +304.7% | +687.9% | +560.2% |
| All | +1,114.9% | +263.8% | +851.2% | +694.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling