+274.7%
IONQ vs XOP
+271.6%
+3.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.5% |
| 7D | +7.1% | +0.6% | +6.5% | +6.7% |
| 30D | -8.9% | +16.5% | -25.4% | -16.7% |
| 3M | -35.6% | +15.7% | -51.3% | -41.4% |
| 6M | +13.3% | +19.2% | -5.9% | -1.4% |
| YTD | -9.8% | +55.0% | -64.8% | -33.8% |
| 1Y | -1.3% | +54.2% | -55.5% | -27.2% |
| 3Y | +109.3% | +35.9% | +73.4% | +65.1% |
| 5Y | +304.7% | +162.4% | +142.3% | +154.9% |
| All | +274.7% | +271.6% | +3.1% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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