+135.8%
IONQ vs XLE
+55.1%
+80.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.0% | -7.6% | -8.9% |
| 7D | -16.7% | -10.3% | -6.4% | -11.8% |
| 30D | -38.9% | -3.3% | -35.6% | -38.4% |
| 3M | -33.8% | +8.2% | -42.0% | -38.2% |
| 6M | -44.9% | +5.0% | -50.0% | -48.3% |
| YTD | -41.1% | +40.6% | -81.7% | -59.5% |
| 1Y | -52.3% | +45.0% | -97.3% | -68.4% |
| All | +135.8% | +55.1% | +80.7% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling