-44.7%
IONQ vs XLRE
+14.1%
-58.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.9% |
| 7D | -8.9% | +7.1% | -16.0% | -11.8% |
| 30D | -31.3% | +10.9% | -42.2% | -34.8% |
| 3M | -29.2% | +0.7% | -29.9% | -29.3% |
| 6M | -35.4% | +4.1% | -39.6% | -38.8% |
| YTD | -34.2% | +14.5% | -48.7% | -46.8% |
| 1Y | -44.7% | +14.1% | -58.8% | -55.0% |
| All | -44.7% | +14.1% | -58.8% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling