+173.5%
IONQ vs XLP
+58.5%
+115.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -2.3% |
| 7D | -8.9% | +5.9% | -14.8% | -10.4% |
| 30D | -31.3% | +13.5% | -44.7% | -34.1% |
| 3M | -29.2% | +8.4% | -37.6% | -31.2% |
| 6M | -35.4% | +11.5% | -47.0% | -38.7% |
| YTD | -34.2% | +20.6% | -54.8% | -40.9% |
| 1Y | -44.7% | +24.3% | -69.0% | -51.6% |
| 3Y | +155.1% | +45.1% | +110.0% | +94.4% |
| 5Y | +79.8% | +44.6% | +35.2% | +45.6% |
| All | +173.5% | +58.5% | +115.0% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling