+274.7%
IONQ vs XLB
+58.4%
+216.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +3.8% |
| 7D | +7.1% | -0.2% | +7.4% | +7.3% |
| 30D | -8.9% | -1.7% | -7.2% | -6.8% |
| 3M | -35.6% | +4.4% | -39.9% | -40.6% |
| 6M | +13.3% | +5.0% | +8.2% | +4.6% |
| YTD | -9.8% | +15.5% | -25.3% | -27.9% |
| 1Y | -1.3% | +14.9% | -16.2% | -21.0% |
| 3Y | +109.3% | +34.5% | +74.7% | +38.4% |
| 5Y | +304.7% | +36.5% | +268.2% | +181.3% |
| All | +274.7% | +58.4% | +216.3% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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