+294.8%
IONQ vs XLP
+32.7%
+262.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | -1.0% | -0.9% | -0.1% | -0.9% |
| 3M | -39.8% | +3.8% | -43.6% | -41.7% |
| 6M | +6.4% | -1.7% | +8.2% | +6.4% |
| YTD | -11.9% | +10.3% | -22.2% | -19.1% |
| 1Y | -6.2% | +7.8% | -13.9% | -12.8% |
| 3Y | +125.7% | +27.2% | +98.5% | +78.6% |
| All | +294.8% | +32.7% | +262.1% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling