+45.7%
IONQ vs XLC
+40.7%
+5.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -8.4% |
| 7D | -11.5% | +3.7% | -15.2% | -17.3% |
| 30D | -8.1% | -1.9% | -6.2% | -4.3% |
| 3M | -35.8% | -3.1% | -32.7% | -32.6% |
| 6M | -47.7% | -6.4% | -41.4% | -42.4% |
| YTD | -35.6% | -6.8% | -28.8% | -28.3% |
| 1Y | -36.4% | -1.7% | -34.7% | -36.2% |
| 3Y | +150.0% | +64.7% | +85.4% | 0.0% |
| All | +45.7% | +40.7% | +5.0% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling