+227.2%
IONQ vs XEL
+44.5%
+182.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.3% |
| 7D | +25.5% | +1.1% | +24.4% | +25.3% |
| 30D | -11.4% | +8.7% | -20.1% | -12.0% |
| 3M | -20.5% | +3.5% | -24.0% | -20.7% |
| 6M | -28.2% | +2.6% | -30.8% | -28.4% |
| YTD | -21.2% | +11.1% | -32.3% | -22.1% |
| 1Y | -40.4% | +2.2% | -42.5% | -40.5% |
| 3Y | +214.7% | +51.1% | +163.6% | +203.4% |
| 5Y | +56.9% | +48.0% | +8.8% | +63.3% |
| All | +227.2% | +44.5% | +182.7% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling