+294.8%
IONQ vs XLE
+217.6%
+77.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.8% |
| 7D | +0.8% | +2.2% | -1.4% | -0.6% |
| 30D | -1.0% | +11.8% | -12.8% | -8.1% |
| 3M | -39.8% | +9.8% | -49.6% | -43.8% |
| 6M | +6.4% | +15.6% | -9.1% | -6.1% |
| YTD | -11.9% | +45.3% | -57.2% | -34.6% |
| 1Y | -6.2% | +48.3% | -54.5% | -31.4% |
| 3Y | +125.7% | +55.4% | +70.3% | +60.0% |
| All | +294.8% | +217.6% | +77.2% | +101.8% |
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 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