-44.7%
IONQ vs XLY
+3.2%
-47.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -7.8% |
| 7D | -8.9% | +6.1% | -15.0% | -17.4% |
| 30D | -31.3% | +10.8% | -42.0% | -41.8% |
| 3M | -29.2% | +3.6% | -32.8% | -33.3% |
| 6M | -35.4% | +4.4% | -39.8% | -39.2% |
| YTD | -34.2% | +3.1% | -37.2% | -37.9% |
| 1Y | -44.7% | +3.6% | -48.2% | -47.7% |
| All | -44.7% | +3.2% | -47.8% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling