+265.9%
IONQ vs XLP
+44.9%
+221.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -41.5% |
| 6M | +6.4% | -1.7% | +8.2% | +6.4% |
| YTD | -11.9% | +10.3% | -22.2% | -18.5% |
| 1Y | -6.2% | +7.8% | -13.9% | -12.3% |
| 3Y | +125.7% | +27.2% | +98.5% | +83.2% |
| 5Y | +296.0% | +32.5% | +263.5% | +229.2% |
| All | +265.9% | +44.9% | +221.1% | +201.7% |
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 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