+215.4%
IONQ vs XLC
+69.9%
+145.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -4.1% |
| 7D | +15.3% | +3.5% | +11.8% | +8.8% |
| 30D | -6.1% | -2.6% | -3.5% | -1.0% |
| 3M | -21.6% | -2.1% | -19.5% | -19.5% |
| 6M | -40.1% | -5.5% | -34.6% | -35.4% |
| YTD | -24.1% | -6.9% | -17.2% | -15.5% |
| 1Y | -37.4% | -3.7% | -33.7% | -34.2% |
| 3Y | +219.5% | +64.2% | +155.3% | +36.7% |
| 5Y | +76.9% | +43.0% | +33.9% | -5.0% |
| All | +215.4% | +69.9% | +145.5% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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