+56.9%
IONQ vs XLE
+150.9%
-94.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.0% |
| 7D | +25.5% | -7.9% | +33.3% | +31.7% |
| 30D | -11.4% | -4.8% | -6.6% | -9.3% |
| 3M | -20.5% | +8.4% | -28.8% | -25.5% |
| 6M | -28.2% | +12.7% | -40.9% | -35.5% |
| YTD | -21.2% | +41.3% | -62.5% | -41.8% |
| 1Y | -40.4% | +42.3% | -82.7% | -56.3% |
| 3Y | +214.7% | +65.1% | +149.6% | +109.5% |
| 5Y | +56.9% | +150.2% | -93.3% | -31.1% |
| All | +56.9% | +150.9% | -94.1% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling