+202.0%
IONQ vs XOP
+234.3%
-32.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.5% |
| 7D | +8.6% | -14.7% | +23.3% | +18.3% |
| 30D | -21.1% | -7.7% | -13.4% | -18.3% |
| 3M | -17.9% | +4.4% | -22.3% | -21.1% |
| 6M | -37.9% | +3.5% | -41.5% | -40.8% |
| YTD | -27.3% | +39.4% | -66.7% | -44.1% |
| 1Y | -43.2% | +39.8% | -83.0% | -56.4% |
| 3Y | +191.0% | +29.7% | +161.3% | +133.5% |
| 5Y | +69.3% | +78.6% | -9.3% | +16.5% |
| All | +202.0% | +234.3% | -32.3% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling