+202.0%
IONQ vs XLP
+55.3%
+146.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.3% | +24.7% | +23.7% |
| 7D | +8.6% | +0.7% | +7.9% | +8.2% |
| 30D | -21.1% | +10.3% | -31.4% | -23.8% |
| 3M | -17.9% | +6.5% | -24.4% | -19.9% |
| 6M | -37.9% | +8.4% | -46.3% | -40.5% |
| YTD | -27.3% | +18.2% | -45.5% | -34.4% |
| 1Y | -43.2% | +22.4% | -65.6% | -50.2% |
| 3Y | +191.0% | +41.9% | +149.1% | +123.0% |
| 5Y | +69.3% | +40.9% | +28.4% | +37.8% |
| All | +202.0% | +55.3% | +146.7% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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