+637.6%
WDC vs IONQ
+217.7%
+420.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.3% | +1.5% | +8.5% |
| 7D | -14.4% | +25.5% | -39.9% | -17.6% |
| 30D | -27.1% | -11.4% | -15.7% | -25.9% |
| 3M | -33.3% | -20.5% | -12.8% | -31.4% |
| 6M | -39.6% | -28.2% | -11.4% | -37.1% |
| YTD | +68.4% | -21.2% | +89.6% | +70.3% |
| 1Y | +78.2% | -40.4% | +118.5% | +85.7% |
| 3Y | +772.0% | +214.7% | +557.3% | +543.7% |
| 5Y | +584.9% | +56.9% | +528.0% | +354.2% |
| All | +637.6% | +217.7% | +420.0% | +390.0% |
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