+224.0%
IONQ vs XLE
+299.8%
-75.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +16.7% | -6.7% | +23.4% | +21.0% |
| 30D | -12.3% | -4.4% | -7.9% | -10.7% |
| 3M | -17.7% | +4.0% | -21.7% | -20.2% |
| 6M | -28.9% | +13.2% | -42.1% | -35.2% |
| YTD | -22.0% | +41.9% | -63.9% | -39.5% |
| 1Y | -36.8% | +41.6% | -78.4% | -50.9% |
| 3Y | +228.2% | +64.0% | +164.3% | +136.7% |
| 5Y | +91.9% | +158.1% | -66.2% | +17.0% |
| All | +224.0% | +299.8% | -75.8% | +78.4% |
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