+191.0%
IONQ vs XLE
+55.1%
+135.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.4% |
| 7D | +8.6% | -12.0% | +20.6% | +16.2% |
| 30D | -21.1% | -2.7% | -18.3% | -20.7% |
| 3M | -17.9% | +6.6% | -24.5% | -22.5% |
| 6M | -37.9% | +9.5% | -47.5% | -43.4% |
| YTD | -27.3% | +40.6% | -67.9% | -50.0% |
| 1Y | -43.2% | +43.6% | -86.8% | -61.9% |
| 3Y | +191.0% | +58.1% | +132.9% | +73.0% |
| All | +191.0% | +55.1% | +135.9% | +73.0% |
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