+167.4%
IONQ vs XLE
+317.5%
-150.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.9% |
| 7D | -11.5% | +5.4% | -16.9% | -13.9% |
| 30D | -8.1% | -3.9% | -4.1% | -6.6% |
| 3M | -35.8% | +7.0% | -42.8% | -38.7% |
| 6M | -47.7% | +14.2% | -61.9% | -52.6% |
| YTD | -35.6% | +48.2% | -83.8% | -51.2% |
| 1Y | -36.4% | +47.7% | -84.1% | -51.7% |
| 3Y | +150.0% | +70.0% | +80.0% | +76.7% |
| 5Y | +43.3% | +169.1% | -125.8% | -14.6% |
| All | +167.4% | +317.5% | -150.1% | +43.8% |
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