+202.0%
IONQ vs XLB
+59.2%
+142.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +24.4% |
| 7D | +8.6% | -1.5% | +10.1% | +10.4% |
| 30D | -21.1% | +6.1% | -27.2% | -27.9% |
| 3M | -17.9% | 0.0% | -17.9% | -18.5% |
| 6M | -37.9% | 0.0% | -37.9% | -38.7% |
| YTD | -27.3% | +16.0% | -43.3% | -42.6% |
| 1Y | -43.2% | +24.7% | -67.9% | -60.0% |
| 3Y | +191.0% | +40.4% | +150.6% | +79.1% |
| 5Y | +69.3% | +30.7% | +38.6% | +18.2% |
| All | +202.0% | +59.2% | +142.9% | +93.6% |
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