+1,089.5%
WDC vs IONQ
+255.2%
+834.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | -10.0% | -1.0% | -8.9% | -10.1% |
| 3M | -18.8% | -39.8% | +21.1% | -12.8% |
| 6M | +79.0% | +6.4% | +72.6% | +75.8% |
| YTD | +171.6% | -11.9% | +183.5% | +171.3% |
| 1Y | +417.4% | -6.2% | +423.5% | +404.4% |
| 3Y | +1,251.8% | +125.7% | +1,126.1% | +934.3% |
| 5Y | +911.7% | +296.0% | +615.7% | +513.3% |
| All | +1,089.5% | +255.2% | +834.3% | +680.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling