+274.7%
IONQ vs XHB
+82.3%
+192.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +4.9% |
| 7D | +7.1% | +0.2% | +6.9% | +6.8% |
| 30D | -8.9% | -9.1% | +0.2% | +0.3% |
| 3M | -35.6% | -2.3% | -33.2% | -35.4% |
| 6M | +13.3% | -4.1% | +17.4% | +16.1% |
| YTD | -9.8% | -1.7% | -8.1% | -11.3% |
| 1Y | -1.3% | -15.1% | +13.8% | +11.8% |
| 3Y | +109.3% | +26.8% | +82.4% | +42.8% |
| 5Y | +304.7% | +37.3% | +267.4% | +156.9% |
| All | +274.7% | +82.3% | +192.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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