+167.2%
IONQ vs XLRE
+44.1%
+123.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -8.8% |
| 7D | +16.8% | +0.1% | +16.6% | +16.6% |
| 30D | -11.1% | +6.0% | -17.2% | -17.7% |
| 3M | -31.7% | +0.5% | -32.3% | -32.4% |
| 6M | -44.8% | +1.2% | -46.0% | -47.2% |
| YTD | -31.2% | +12.6% | -43.8% | -43.8% |
| 1Y | -39.1% | +11.0% | -50.2% | -49.2% |
| All | +167.2% | +44.1% | +123.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling