+144.7%
IONQ vs XLE
+296.1%
-151.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.0% | -7.6% | -9.0% |
| 7D | -16.7% | -10.3% | -6.4% | -11.9% |
| 30D | -38.9% | -3.3% | -35.6% | -38.3% |
| 3M | -33.8% | +8.2% | -42.0% | -37.4% |
| 6M | -44.9% | +5.0% | -50.0% | -47.7% |
| YTD | -41.1% | +40.6% | -81.7% | -54.1% |
| 1Y | -52.3% | +45.0% | -97.3% | -63.6% |
| 3Y | +128.2% | +56.3% | +71.9% | +68.4% |
| 5Y | +37.2% | +152.2% | -115.1% | -15.5% |
| All | +144.7% | +296.1% | -151.3% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling