+294.8%
IONQ vs XHB
+37.5%
+257.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.2% |
| 7D | +0.8% | -1.3% | +2.1% | +2.3% |
| 30D | -1.0% | -6.9% | +5.9% | +7.2% |
| 3M | -39.8% | -1.3% | -38.5% | -40.2% |
| 6M | +6.4% | -6.8% | +13.2% | +13.0% |
| YTD | -11.9% | +0.7% | -12.7% | -16.0% |
| 1Y | -6.2% | -11.2% | +5.1% | +1.6% |
| 3Y | +125.7% | +25.3% | +100.4% | +46.0% |
| All | +294.8% | +37.5% | +257.3% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling