+265.9%
IONQ vs XLK
+198.8%
+67.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | 0.0% |
| 7D | +0.8% | +0.9% | 0.0% | -0.6% |
| 30D | -1.0% | +0.7% | -1.8% | -1.4% |
| 3M | -39.8% | -2.9% | -36.9% | -34.9% |
| 6M | +6.4% | +34.3% | -27.8% | -34.4% |
| YTD | -11.9% | +30.4% | -42.3% | -42.6% |
| 1Y | -6.2% | +43.4% | -49.5% | -47.8% |
| 3Y | +125.7% | +116.8% | +8.9% | -35.5% |
| 5Y | +296.0% | +144.0% | +152.0% | +8.7% |
| All | +265.9% | +198.8% | +67.2% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling