+1,359.8%
WDC vs IONQ
+129.9%
+1,229.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.7% |
| 7D | +6.0% | +7.1% | -1.1% | +4.8% |
| 30D | +9.9% | -8.9% | +18.8% | +11.5% |
| 3M | -9.4% | -35.6% | +26.2% | -3.3% |
| 6M | +94.7% | +13.3% | +81.5% | +89.6% |
| YTD | +177.4% | -9.8% | +187.2% | +176.3% |
| 1Y | +412.6% | -1.3% | +413.9% | +396.3% |
| 3Y | +1,359.8% | +109.3% | +1,250.5% | +969.4% |
| All | +1,359.8% | +129.9% | +1,229.8% | +969.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling