+240.3%
IONQ vs XBI
+11.0%
+229.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -7.0% | -4.6% | -2.4% | -1.5% |
| 30D | -18.7% | -2.0% | -16.7% | -16.9% |
| 3M | -36.6% | +17.8% | -54.4% | -48.2% |
| 6M | +7.2% | +23.7% | -16.5% | -16.5% |
| YTD | -18.1% | +28.2% | -46.3% | -38.8% |
| 1Y | -21.9% | +64.0% | -85.9% | -56.5% |
| 3Y | +86.7% | +99.4% | -12.7% | -13.6% |
| 5Y | +267.5% | +19.3% | +248.2% | +175.6% |
| All | +240.3% | +11.0% | +229.3% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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