+265.9%
IONQ vs XLE
+309.2%
-43.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.7% |
| 7D | +0.8% | +2.2% | -1.4% | -0.4% |
| 30D | -1.0% | +11.8% | -12.8% | -7.2% |
| 3M | -39.8% | +9.8% | -49.6% | -43.3% |
| 6M | +6.4% | +15.6% | -9.1% | -4.5% |
| YTD | -11.9% | +45.3% | -57.2% | -31.9% |
| 1Y | -6.2% | +48.3% | -54.5% | -28.4% |
| 3Y | +125.7% | +55.4% | +70.3% | +68.3% |
| 5Y | +296.0% | +216.1% | +79.9% | +133.8% |
| All | +265.9% | +309.2% | -43.3% | +100.6% |
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