+215.4%
IONQ vs XME
+197.4%
+17.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -3.3% |
| 7D | +15.3% | +1.5% | +13.8% | +14.6% |
| 30D | -6.1% | -7.3% | +1.2% | +2.4% |
| 3M | -21.6% | -17.4% | -4.2% | -4.1% |
| 6M | -40.1% | -21.8% | -18.3% | -22.0% |
| YTD | -24.1% | -6.0% | -18.1% | -14.3% |
| 1Y | -37.4% | +3.8% | -41.2% | -34.7% |
| 3Y | +219.5% | +100.0% | +119.5% | +99.5% |
| 5Y | +76.9% | +116.1% | -39.1% | +11.7% |
| All | +215.4% | +197.4% | +17.9% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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