+109.3%
IONQ vs XLK
+122.3%
-13.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +1.8% |
| 7D | +7.1% | +2.3% | +4.8% | +2.8% |
| 30D | -8.9% | -0.1% | -8.9% | -8.2% |
| 3M | -35.6% | +2.1% | -37.7% | -36.9% |
| 6M | +13.3% | +37.2% | -23.9% | -32.6% |
| YTD | -9.8% | +30.8% | -40.6% | -41.5% |
| 1Y | -1.3% | +42.6% | -43.9% | -44.4% |
| 3Y | +109.3% | +121.8% | -12.6% | -40.8% |
| All | +109.3% | +122.3% | -13.0% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling