+6.2%
WMT vs IONQ
-16.9%
+23.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -0.2% |
| 7D | -2.5% | -5.6% | +3.1% | -2.7% |
| 30D | -6.4% | -15.2% | +8.8% | -6.9% |
| 3M | -12.1% | -34.9% | +22.8% | -13.1% |
| 6M | -15.0% | +4.9% | -19.9% | -14.8% |
| YTD | -4.5% | -17.9% | +13.4% | -5.1% |
| 1Y | +6.2% | -16.0% | +22.2% | +3.3% |
| All | +6.2% | -16.9% | +23.0% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling