+265.9%
IONQ vs XLRE
+44.1%
+221.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.2% |
| 7D | +0.8% | -1.2% | +2.1% | +2.4% |
| 30D | -1.0% | -2.8% | +1.8% | +2.6% |
| 3M | -39.8% | -0.2% | -39.6% | -41.1% |
| 6M | +6.4% | +1.9% | +4.5% | +1.8% |
| YTD | -11.9% | +10.6% | -22.5% | -24.6% |
| 1Y | -6.2% | +8.8% | -15.0% | -18.3% |
| 3Y | +125.7% | +31.5% | +94.2% | +56.1% |
| 5Y | +296.0% | +6.6% | +289.4% | +251.1% |
| All | +265.9% | +44.1% | +221.9% | +188.0% |
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