+571.4%
WDC vs IONQ
+193.2%
+378.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +23.4% | -24.9% | -5.1% |
| 7D | -28.0% | +8.6% | -36.5% | -29.0% |
| 30D | -34.9% | -21.1% | -13.8% | -32.7% |
| 3M | -41.6% | -17.9% | -23.7% | -40.3% |
| 6M | -45.4% | -37.9% | -7.4% | -41.9% |
| YTD | +53.3% | -27.3% | +80.6% | +56.9% |
| 1Y | +61.5% | -43.2% | +104.7% | +69.7% |
| 3Y | +712.3% | +191.0% | +521.4% | +506.8% |
| 5Y | +524.2% | +69.3% | +454.9% | +314.3% |
| All | +571.4% | +193.2% | +378.2% | +351.4% |
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 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