+133.4%
WMT vs IONQ
+242.8%
-109.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.5% | -0.1% |
| 7D | -0.2% | +1.3% | -1.6% | -0.3% |
| 30D | -5.8% | -10.3% | +4.5% | -5.7% |
| 3M | -10.8% | -32.7% | +22.0% | -10.3% |
| 6M | -14.3% | +6.3% | -20.7% | -14.9% |
| YTD | -4.4% | -15.0% | +10.6% | -4.8% |
| 1Y | +4.3% | -13.3% | +17.7% | +3.4% |
| 3Y | +100.1% | +97.2% | +2.9% | +92.0% |
| 5Y | +130.8% | +278.7% | -147.9% | +109.2% |
| All | +133.4% | +242.8% | -109.4% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling