+185.7%
IONQ vs XLE
+313.4%
-127.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.5% | -10.9% | -10.2% |
| 7D | +16.8% | +4.4% | +12.4% | +14.1% |
| 30D | -11.1% | -4.3% | -6.9% | -9.5% |
| 3M | -31.7% | +6.0% | -37.8% | -34.5% |
| 6M | -44.8% | +13.2% | -58.0% | -49.6% |
| YTD | -31.2% | +46.7% | -78.0% | -47.6% |
| 1Y | -39.1% | +46.6% | -85.8% | -53.7% |
| 3Y | +189.5% | +69.6% | +119.9% | +105.0% |
| 5Y | +53.2% | +166.5% | -113.4% | -8.3% |
| All | +185.7% | +313.4% | -127.7% | +54.5% |
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