+253.1%
IONQ vs XLF
+112.1%
+141.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.3% | -5.1% |
| 7D | +1.3% | -1.0% | +2.4% | +3.0% |
| 30D | -10.3% | -1.3% | -9.0% | -8.7% |
| 3M | -32.7% | +9.1% | -41.9% | -42.2% |
| 6M | +6.3% | +14.4% | -8.0% | -15.1% |
| YTD | -15.0% | +5.1% | -20.1% | -21.7% |
| 1Y | -13.3% | +8.6% | -22.0% | -24.0% |
| 3Y | +97.2% | +74.4% | +22.8% | -8.4% |
| 5Y | +278.7% | +64.4% | +214.4% | +93.2% |
| All | +253.1% | +112.1% | +141.1% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 10y: compounded portfolio wealth divided by compounded XLF 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…
10y analysis · Full analysis span regression · 6 months rolling