+228.2%
IONQ vs XLU
+58.7%
+169.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.8% |
| 7D | +16.7% | +0.7% | +16.0% | +15.9% |
| 30D | -12.3% | +5.6% | -17.9% | -17.5% |
| 3M | -17.7% | +2.1% | -19.9% | -19.9% |
| 6M | -28.9% | -0.9% | -28.1% | -29.3% |
| YTD | -22.0% | +4.6% | -26.6% | -29.9% |
| 1Y | -36.8% | +0.3% | -37.1% | -39.3% |
| 3Y | +228.2% | +58.6% | +169.7% | +85.7% |
| All | +228.2% | +58.7% | +169.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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