+712.3%
WDC vs IONQ
+176.2%
+536.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +23.4% | -24.9% | -5.7% |
| 7D | -28.0% | +8.6% | -36.5% | -29.2% |
| 30D | -34.9% | -21.1% | -13.8% | -32.4% |
| 3M | -41.6% | -17.9% | -23.7% | -40.1% |
| 6M | -45.4% | -37.9% | -7.4% | -41.5% |
| YTD | +53.3% | -27.3% | +80.6% | +57.5% |
| 1Y | +61.5% | -43.2% | +104.7% | +70.4% |
| 3Y | +712.3% | +191.0% | +521.4% | +483.5% |
| All | +712.3% | +176.2% | +536.1% | +483.5% |
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 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