+274.7%
IONQ vs XLV
+60.3%
+214.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +5.2% |
| 7D | +7.1% | -2.6% | +9.8% | +10.2% |
| 30D | -8.9% | +0.9% | -9.8% | -10.4% |
| 3M | -35.6% | +10.0% | -45.5% | -44.2% |
| 6M | +13.3% | +10.4% | +2.9% | -2.6% |
| YTD | -9.8% | +8.9% | -18.7% | -21.4% |
| 1Y | -1.3% | +23.4% | -24.7% | -29.2% |
| 3Y | +109.3% | +33.1% | +76.2% | +33.2% |
| 5Y | +304.7% | +33.3% | +271.4% | +159.6% |
| All | +274.7% | +60.3% | +214.4% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling