+224.0%
IONQ vs XOP
+237.7%
-13.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | +16.7% | -8.4% | +25.0% | +22.3% |
| 30D | -12.3% | -8.4% | -3.9% | -8.7% |
| 3M | -17.7% | +0.2% | -17.9% | -18.8% |
| 6M | -28.9% | +7.2% | -36.2% | -33.6% |
| YTD | -22.0% | +40.8% | -62.8% | -40.3% |
| 1Y | -36.8% | +36.3% | -73.1% | -50.7% |
| 3Y | +228.2% | +37.2% | +191.1% | +156.0% |
| 5Y | +91.9% | +86.6% | +5.3% | +30.1% |
| All | +224.0% | +237.7% | -13.7% | +99.8% |
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