+567.0%
WDC vs IONQ
+39.6%
+527.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.4% | +1.4% | -3.9% |
| 7D | +12.1% | -11.5% | +23.5% | +14.3% |
| 30D | -18.8% | -8.1% | -10.7% | -17.9% |
| 3M | -39.3% | -35.8% | -3.5% | -35.3% |
| 6M | -40.1% | -47.7% | +7.6% | -34.5% |
| YTD | +71.8% | -35.6% | +107.4% | +79.4% |
| 1Y | +88.5% | -36.4% | +124.9% | +96.3% |
| 3Y | +770.0% | +150.0% | +619.9% | +555.4% |
| All | +567.0% | +39.6% | +527.4% | +334.6% |
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