+167.4%
IONQ vs XLK
+172.0%
-4.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -2.8% |
| 7D | -11.5% | +3.4% | -14.8% | -16.6% |
| 30D | -8.1% | -10.6% | +2.5% | +12.8% |
| 3M | -35.8% | -10.6% | -25.2% | -20.2% |
| 6M | -47.7% | -3.5% | -44.3% | -42.1% |
| YTD | -35.6% | +18.7% | -54.3% | -49.9% |
| 1Y | -36.4% | +19.4% | -55.8% | -50.5% |
| 3Y | +150.0% | +94.5% | +55.6% | -12.7% |
| 5Y | +43.3% | +111.2% | -67.9% | -50.9% |
| All | +167.4% | +172.0% | -4.6% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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