+227.2%
IONQ vs XLI
+107.3%
+119.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +0.9% |
| 7D | +25.5% | -0.5% | +25.9% | +27.5% |
| 30D | -11.4% | -0.2% | -11.2% | -10.3% |
| 3M | -20.5% | -8.6% | -11.9% | -4.4% |
| 6M | -28.2% | -2.0% | -26.2% | -24.6% |
| YTD | -21.2% | +9.7% | -31.0% | -33.9% |
| 1Y | -40.4% | +11.4% | -51.8% | -51.0% |
| 3Y | +214.7% | +74.2% | +140.5% | +23.7% |
| 5Y | +56.9% | +70.0% | -13.1% | -35.8% |
| All | +227.2% | +107.3% | +119.9% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling