+278.7%
IONQ vs XLRE
+6.4%
+272.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.6% | -4.2% |
| 7D | +1.3% | -0.7% | +2.1% | +2.4% |
| 30D | -10.3% | -2.2% | -8.1% | -7.6% |
| 3M | -32.7% | -2.6% | -30.1% | -31.4% |
| 6M | +6.3% | +2.6% | +3.8% | +0.4% |
| YTD | -15.0% | +9.3% | -24.3% | -26.8% |
| 1Y | -13.3% | +7.2% | -20.5% | -23.8% |
| 3Y | +97.2% | +31.3% | +65.9% | +32.5% |
| 5Y | +278.7% | +8.1% | +270.6% | +239.5% |
| All | +278.7% | +6.4% | +272.3% | +239.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling