+265.9%
IONQ vs XLF
+115.9%
+150.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +2.5% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -1.0% | +0.2% | -1.2% | -1.7% |
| 3M | -39.8% | +11.7% | -51.5% | -50.3% |
| 6M | +6.4% | +13.8% | -7.4% | -14.2% |
| YTD | -11.9% | +7.0% | -18.9% | -21.1% |
| 1Y | -6.2% | +9.1% | -15.3% | -18.2% |
| 3Y | +125.7% | +75.6% | +50.1% | +3.5% |
| 5Y | +296.0% | +66.4% | +229.6% | +96.7% |
| All | +265.9% | +115.9% | +150.0% | +65.2% |
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