+202.0%
IONQ vs XLI
+99.6%
+102.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.1% | +23.3% | +23.2% |
| 7D | +8.6% | -2.8% | +11.4% | +15.2% |
| 30D | -21.1% | -3.1% | -18.0% | -15.6% |
| 3M | -17.9% | -11.7% | -6.2% | +5.6% |
| 6M | -37.9% | -7.6% | -30.4% | -26.8% |
| YTD | -27.3% | +5.7% | -33.0% | -34.4% |
| 1Y | -43.2% | +7.8% | -51.0% | -50.4% |
| 3Y | +191.0% | +67.4% | +123.6% | +23.3% |
| 5Y | +69.3% | +64.8% | +4.5% | -25.9% |
| All | +202.0% | +99.6% | +102.4% | +10.9% |
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 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