+37.2%
IONQ vs XLP
+43.0%
-5.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.8% | -9.8% | -10.3% |
| 7D | -16.7% | +3.5% | -20.2% | -17.5% |
| 30D | -38.9% | +11.6% | -50.5% | -41.2% |
| 3M | -33.8% | +7.6% | -41.5% | -35.6% |
| 6M | -44.9% | +10.0% | -55.0% | -47.5% |
| YTD | -41.1% | +19.7% | -60.8% | -47.4% |
| 1Y | -52.3% | +23.5% | -75.8% | -58.6% |
| 3Y | +128.2% | +44.0% | +84.3% | +69.0% |
| 5Y | +37.2% | +42.7% | -5.5% | +18.6% |
| All | +37.2% | +43.0% | -5.8% | +18.6% |
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