+253.1%
IONQ vs XEL
+36.2%
+216.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | +1.3% | +0.9% | +0.4% | +1.3% |
| 30D | -10.3% | -0.9% | -9.4% | -10.3% |
| 3M | -32.7% | -1.4% | -31.3% | -32.7% |
| 6M | +6.3% | -5.8% | +12.1% | +6.8% |
| YTD | -15.0% | +4.7% | -19.7% | -15.6% |
| 1Y | -13.3% | +9.1% | -22.4% | -14.3% |
| 3Y | +97.2% | +47.8% | +49.4% | +90.6% |
| 5Y | +278.7% | +29.0% | +249.7% | +290.8% |
| All | +253.1% | +36.2% | +216.9% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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