+136.3%
WMT vs IONQ
+255.2%
-119.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +3.9% | +0.8% | +3.1% | +3.9% |
| 30D | -4.4% | -1.0% | -3.4% | -4.4% |
| 3M | -8.8% | -39.8% | +31.0% | -8.2% |
| 6M | -15.6% | +6.4% | -22.1% | -16.2% |
| YTD | -3.2% | -11.9% | +8.7% | -3.6% |
| 1Y | +7.0% | -6.2% | +13.2% | +5.9% |
| 3Y | +105.3% | +125.7% | -20.4% | +96.5% |
| 5Y | +129.3% | +296.0% | -166.7% | +107.7% |
| All | +136.3% | +255.2% | -119.0% | +112.6% |
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