+224.0%
IONQ vs XLF
+117.4%
+106.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.8% |
| 7D | +16.7% | +1.9% | +14.7% | +13.2% |
| 30D | -12.3% | +6.5% | -18.8% | -20.9% |
| 3M | -17.7% | +1.2% | -18.9% | -20.0% |
| 6M | -28.9% | +14.6% | -43.5% | -44.2% |
| YTD | -22.0% | +7.7% | -29.7% | -31.4% |
| 1Y | -36.8% | +11.8% | -48.6% | -47.5% |
| 3Y | +228.2% | +80.1% | +148.2% | +43.6% |
| 5Y | +91.9% | +59.0% | +32.9% | -4.6% |
| All | +224.0% | +117.4% | +106.6% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling