+191.0%
IONQ vs XLF
+76.8%
+114.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.6% | +24.0% | +24.5% |
| 7D | +8.6% | +1.2% | +7.4% | +5.7% |
| 30D | -21.1% | +6.3% | -27.4% | -30.3% |
| 3M | -17.9% | -0.8% | -17.1% | -17.9% |
| 6M | -37.9% | +11.0% | -49.0% | -51.2% |
| YTD | -27.3% | +5.6% | -32.9% | -35.8% |
| 1Y | -43.2% | +10.8% | -54.0% | -54.4% |
| 3Y | +191.0% | +77.8% | +113.2% | -21.5% |
| All | +191.0% | +76.8% | +114.2% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling