+185.7%
IONQ vs XLRE
+46.7%
+139.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -8.7% |
| 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% | -32.5% |
| 6M | -44.8% | +1.2% | -46.0% | -47.1% |
| YTD | -31.2% | +12.6% | -43.8% | -42.7% |
| 1Y | -39.1% | +11.0% | -50.2% | -48.2% |
| 3Y | +189.5% | +43.0% | +146.5% | +79.8% |
| 5Y | +53.2% | +9.1% | +44.0% | +30.3% |
| All | +185.7% | +46.7% | +139.0% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling