+185.7%
IONQ vs XLI
+108.0%
+77.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.9% | -8.5% | -7.6% |
| 7D | +16.8% | +4.3% | +12.5% | +7.8% |
| 30D | -11.1% | +0.5% | -11.6% | -11.2% |
| 3M | -31.7% | -8.6% | -23.1% | -17.9% |
| 6M | -44.8% | -2.3% | -42.4% | -41.7% |
| YTD | -31.2% | +10.1% | -41.3% | -42.6% |
| 1Y | -39.1% | +11.0% | -50.1% | -49.6% |
| 3Y | +189.5% | +72.3% | +117.2% | +16.1% |
| 5Y | +53.2% | +70.8% | -17.7% | -37.8% |
| All | +185.7% | +108.0% | +77.8% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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