+274.7%
IONQ vs XLI
+113.5%
+161.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.4% |
| 7D | +7.1% | +1.0% | +6.1% | +5.1% |
| 30D | -8.9% | -5.8% | -3.1% | +2.7% |
| 3M | -35.6% | +0.7% | -36.3% | -36.7% |
| 6M | +13.3% | +3.2% | +10.1% | +6.9% |
| YTD | -9.8% | +13.0% | -22.8% | -29.0% |
| 1Y | -1.3% | +16.8% | -18.1% | -26.3% |
| 3Y | +109.3% | +72.4% | +36.8% | -16.9% |
| 5Y | +304.7% | +82.8% | +221.9% | +51.4% |
| All | +274.7% | +113.5% | +161.2% | +20.1% |
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