+215.4%
IONQ vs XOP
+246.6%
-31.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -4.1% |
| 7D | +15.3% | +0.5% | +14.8% | +15.1% |
| 30D | -6.1% | -7.3% | +1.2% | -2.8% |
| 3M | -21.6% | +1.4% | -23.0% | -23.2% |
| 6M | -40.1% | +7.8% | -47.9% | -44.3% |
| YTD | -24.1% | +44.5% | -68.6% | -42.8% |
| 1Y | -37.4% | +37.0% | -74.4% | -51.2% |
| 3Y | +219.5% | +40.8% | +178.7% | +145.6% |
| 5Y | +76.9% | +88.7% | -11.7% | +18.5% |
| All | +215.4% | +246.6% | -31.2% | +91.7% |
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