+528.7%
WDC vs IONQ
+52.1%
+476.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +23.4% | -24.9% | -5.3% |
| 7D | -28.0% | +8.6% | -36.5% | -29.1% |
| 30D | -34.9% | -21.1% | -13.8% | -32.6% |
| 3M | -41.6% | -17.9% | -23.7% | -40.3% |
| 6M | -45.4% | -37.9% | -7.4% | -41.8% |
| YTD | +53.3% | -27.3% | +80.6% | +57.0% |
| 1Y | +61.5% | -43.2% | +104.7% | +70.0% |
| 3Y | +712.3% | +191.0% | +521.4% | +496.0% |
| All | +528.7% | +52.1% | +476.6% | +307.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling