+240.3%
IONQ vs XLV
+58.6%
+181.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | 0.0% |
| 7D | -7.0% | -3.6% | -3.5% | -3.2% |
| 30D | -18.7% | -1.8% | -16.9% | -17.4% |
| 3M | -36.6% | +7.8% | -44.4% | -43.6% |
| 6M | +7.2% | +9.1% | -1.9% | -6.5% |
| YTD | -18.1% | +7.7% | -25.8% | -27.7% |
| 1Y | -21.9% | +20.4% | -42.3% | -42.2% |
| 3Y | +86.7% | +30.8% | +56.0% | +21.6% |
| 5Y | +267.5% | +34.6% | +232.9% | +135.4% |
| All | +240.3% | +58.6% | +181.7% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 10y: compounded portfolio wealth divided by compounded XLV 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…
10y analysis · Full analysis span regression · 6 months rolling