+227.2%
IONQ vs XME
+201.6%
+25.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.8% | +2.9% |
| 7D | +25.5% | +0.9% | +24.5% | +25.3% |
| 30D | -11.4% | -7.3% | -4.1% | -3.2% |
| 3M | -20.5% | -14.8% | -5.7% | -5.8% |
| 6M | -28.2% | -18.4% | -9.8% | -9.9% |
| YTD | -21.2% | -4.7% | -16.6% | -12.3% |
| 1Y | -40.4% | +5.7% | -46.1% | -38.9% |
| 3Y | +214.7% | +104.0% | +110.7% | +93.0% |
| 5Y | +56.9% | +122.4% | -65.6% | -2.5% |
| All | +227.2% | +201.6% | +25.6% | +94.3% |
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