+227.2%
IONQ vs XLE
+298.1%
-70.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.1% |
| 7D | +25.5% | -7.9% | +33.3% | +30.9% |
| 30D | -11.4% | -4.8% | -6.6% | -9.6% |
| 3M | -20.5% | +8.4% | -28.8% | -24.8% |
| 6M | -28.2% | +12.7% | -40.9% | -34.4% |
| YTD | -21.2% | +41.3% | -62.5% | -38.7% |
| 1Y | -40.4% | +42.3% | -82.7% | -53.9% |
| 3Y | +214.7% | +65.1% | +149.6% | +126.1% |
| 5Y | +56.9% | +150.2% | -93.3% | -3.4% |
| All | +227.2% | +298.1% | -70.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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