+265.9%
IONQ vs XHB
+86.8%
+179.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.3% |
| 7D | +0.8% | -1.3% | +2.1% | +2.2% |
| 30D | -1.0% | -6.9% | +5.9% | +6.6% |
| 3M | -39.8% | -1.3% | -38.5% | -40.1% |
| 6M | +6.4% | -6.8% | +13.2% | +12.7% |
| YTD | -11.9% | +0.7% | -12.7% | -15.5% |
| 1Y | -6.2% | -11.2% | +5.1% | +1.3% |
| 3Y | +125.7% | +25.3% | +100.4% | +56.1% |
| 5Y | +296.0% | +37.3% | +258.7% | +147.2% |
| All | +265.9% | +86.8% | +179.1% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling