+241.1%
IONQ vs XLRE
+41.2%
+199.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.3% |
| 7D | -5.6% | -2.7% | -2.9% | -2.1% |
| 30D | -15.2% | -2.3% | -12.9% | -12.6% |
| 3M | -34.9% | -3.5% | -31.5% | -33.0% |
| 6M | +4.9% | +1.9% | +3.0% | +0.3% |
| YTD | -17.9% | +8.3% | -26.2% | -27.8% |
| 1Y | -16.0% | +6.4% | -22.4% | -24.7% |
| 3Y | +90.5% | +30.2% | +60.3% | +34.0% |
| 5Y | +268.4% | +8.6% | +259.8% | +232.1% |
| All | +241.1% | +41.2% | +199.9% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling